# EDGAR Filing Document

**Accession Number:** 0001227523
**File Stem:** 0000940400-25-009495
**Filing Date:** 2025-11
**Character Count:** 668030
**Document Hash:** 11c57fa00a30a5fd4b88941449212813
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009495.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OPTIMUM FUND TRUST
- **CENTRAL INDEX KEY:** 0001227523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21335
- **FILM NUMBER:** 251512245

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 800.914.0278

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOB TRUST
- **DATE OF NAME CHANGE:** 20030415

## Series and Classes Contracts Data

### OPTIMUM FIXED INCOME FUND (Series ID: S000002420)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000006443 | OPTIMUM FIXED INCOME FUND CLASS A             | OAFIX           |
| C000006445 | OPTIMUM FIXED INCOME FUND CLASS C             | OCFIX           |
| C000006446 | OPTIMUM FIXED INCOME FUND INSTITUTIONAL CLASS | OIFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Optimum Fund Trust

- **b. Investment Company Act file number:** 811-21335

- **c. CIK number of Registrant:** 0001227523

- **d. LEI of Registrant:** 54930035OPW530FG2N40

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 215-255-1200

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

- **a. Name of Series:** Optimum Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000002420

- **c. LEI of Series:** 6U6JL2K17ZLVNY2CVT93

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $4295455956.82

**Total Liabilities:** $1551231158.29

**Net Assets:** $2744224798.53

**Delayed Delivery Securities:** $21314192.35

**Stand-by Commitments:** $1443201532.25

**Cash Not Reported:** $42212867.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9821.46739000 | **1-Year:** 164275.92268000 | **5-Year:** 663705.54197000 | **10-Year:** 196985.82017000 | **30-Year:** -14799.27558000

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

- **3-Month:** 243.94850000 | **1-Year:** 13790.89755000 | **5-Year:** 38292.70888000 | **10-Year:** 8604.30449000 | **30-Year:** 382.84281000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006445 | -0.34%               | 1.25%                | 1.01%                |
| Class ID C000006446 | -0.24%               | 1.32%                | 1.19%                |
| Class ID C000006443 | -0.24%               | 1.20%                | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-352127.87              | $-15580074.77                              |
| Month 2  | $4170670.19              | $23756051.94                               |
| Month 3  | $9918374.18              | $9446243.70                                |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717629.92    | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1203495.00   | 0.04%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -1000000 | NC      | $-3219.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT BEIGNET SR SEC 144A                    | PROJECT BEIGNET SR SEC 144A                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13500000.00  | 0.49%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $591626.88    | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-413.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2253995 | PA      | $2003811.89   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31297UVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31409 | PA      | $32611.51     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                          | Central American Bank for Economic Integration                                   | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $203411.28    | 0.01%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1385309.25   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2889.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2602737.25   | 0.09%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                             | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $379679.25    | 0.01%             | N/A             | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $997048.60    | 0.04%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    465000 | PA      | $486907.31    | 0.02%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1613081.20   | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                    | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602398 | PA      | $609457.01    | 0.02%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     81407 | PA      | $69973.07     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5817610 | PA      | $5800929.72   | 0.21%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1900000 | NC      | $-209.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210396.84    | 0.01%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $499.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    265000 | PA      | $274940.84    | 0.01%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3609908.00   | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2725418.71   | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                             | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    340000 | PA      | $366333.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410TWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5019 | PA      | $5227.64      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    150000 | PA      | $177847.46    | 0.01%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                                                               | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743556.75    | 0.03%             | 2038-04-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $3034245.89   | 0.11%             | 2034-06-02      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $906928.80    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425118.40    | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114723 | PA      | $103147.47    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6790000 | PA      | $6062193.48   | 0.22%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    416175 | PA      | $437826.75    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1929770.11   | 0.07%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130277 | PA      | $121580.20    | 0.00%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1562433.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                              | CUSIP: 576434RL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7215 | PA      | $7414.14      | 0.00%             | 2034-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $389376.00    | 0.01%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2734825.50   | 0.10%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                      | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4088751.20   | 0.15%             | 2047-03-14      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3495000 | PA      | $3514803.72   | 0.13%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   2811945 | PA      | $2849784.97   | 0.10%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44754 | PA      | $44217.35     | 0.00%             | 2036-12-20      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3368.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |    855000 | PA      | $893903.36    | 0.03%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396VJP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860741 | PA      | $704369.29    | 0.03%             | 2037-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31415SST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11193 | PA      | $11628.06     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B0SH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2532071 | PA      | $2174977.46   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2005-E Trust                                             | CUSIP: 05946XXT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51766 | PA      | $47355.50     | 0.00%             | 2035-06-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2078468.49   | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26048 | PA      | $21241.08     | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2750026.58   | 0.10%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                         | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 191000000 | PA      | $33502036.64  | 1.22%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5200363.00   | 0.19%             | 2033-07-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    845000 | PA      | $863169.95    | 0.03%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $997597.70    | 0.04%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $207627.98    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473268.20    | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1010000 | PA      | $999583.87    | 0.04%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                          | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $222749.57    | 0.01%             | N/A             | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $312240.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIP PRINC                                    | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $1208984.45   | 0.04%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romark Credit Funding Ltd                      | Romark Credit Funding III Ltd                                                    | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501641.00    | 0.02%             | 2042-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1220178.26   | 0.04%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13695000 | PA      | $9141412.50   | 0.33%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1479494.24   | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304834 | PA      | $304640.45    | 0.01%             | 2065-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                       | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    245000 | PA      | $231175.09    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Trinitas Euro CLO                              | Trinitas Euro Clo I DAC                                                          | CUSIP: 000000000<br>LEI: 635400ENNWRNGMMBII74 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175942.57   | 0.04%             | 2039-07-15      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1219001.12   | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $866156.67    | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795757 | PA      | $1741306.34   | 0.06%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $205918.82    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $853142.45    | 0.03%             | 2038-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    109000 | PA      | $80674.23     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140F3XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50007 | PA      | $48119.88     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                                | CUSIP: 36264PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649682 | PA      | $1480574.26   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2920.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17086 | PA      | $17023.27     | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1333299 | PA      | $1204905.99   | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HHXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137117 | PA      | $134939.92    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   2445000 | PA      | $2465853.16   | 0.09%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541610 | PA      | $513531.30    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3523387.79   | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | REPURCHASE AGREEMENT                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3140000 | PA      | $2985740.28   | 0.11%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GE-WMC Mortgage Securities LLC                 | GE-WMC Mortgage Securities Trust 2006-1                                          | CUSIP: 36829JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522664 | PA      | $641453.79    | 0.02%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5236682 | PA      | $5337624.15   | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4110754 | PA      | $3888302.20   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10255.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375YBB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168774 | PA      | $706.12       | 0.00%             | 2038-08-20      | Floating      | 1.75%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $13797.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    325000 | PA      | $303156.60    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1079810.46   | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-52601.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                          | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $208138.35    | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-104806.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1676273.63   | 0.06%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $188028.20    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2883616.20   | 0.11%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $917502.21    | 0.03%             | 2030-07-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1273401.16   | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24300000 | PA      | $20076451.02  | 0.73%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                       | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    545000 | PA      | $557603.13    | 0.02%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1422294.15   | 0.05%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |   8769000 | NC      | $3000.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    359000 | PA      | $320165.89    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2025-1 DAC                                   | CUSIP: 000000000<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1876778.10   | 0.07%             | 2034-10-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617Q2CM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594523 | PA      | $523952.77    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2654750 | PA      | $2294824.24   | 0.08%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1847149.80   | 0.07%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    312802 | PA      | $323523.94    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117849 | PA      | $116444.78    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                          | Bain Capital Euro Clo 2018-2 DAC                                                 | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |    558001 | PA      | $654114.04    | 0.02%             | 2032-01-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2017187 | PA      | $1987236.52   | 0.07%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9146028 | PA      | $7454240.02   | 0.27%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   1212750 | PA      | $1215781.88   | 0.04%             | 2031-08-18      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3371455.30   | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                 | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328379 | PA      | $332451.04    | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2952778.87   | 0.11%             | 2027-02-23      | Floating      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    675000 | PA      | $700147.87    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FU                 | PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1174050.00   | 0.04%             | 2035-07-15      | Floating      | 2.95%                 | No            |                  3 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    401000 | PA      | $419419.53    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       510 | PA      | $516.83       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1584897.12   | 0.06%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $656637.10    | 0.02%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                        | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    610000 | PA      | $615584.55    | 0.02%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1171903.24   | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $912024.72    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928482.30    | 0.03%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1040704.89   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1401470 | PA      | $1404390.51   | 0.05%             | 2031-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-7                                  | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786011 | PA      | $2786057.19   | 0.10%             | 2055-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605516 | PA      | $2252273.81   | 0.08%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375000 | PA      | $3304141.20   | 0.12%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $536401.33    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                       | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    215000 | PA      | $225816.01    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074773 | PA      | $2070642.23   | 0.08%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1800000 | PA      | $1862682.50   | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2420485.38   | 0.09%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $211507.28    | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-1                                                  | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595794 | PA      | $495300.06    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58662 | PA      | $45385.15     | 0.00%             | 2037-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC             | CDS CDX.NA.IG.35.V1                                                              | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |         1 | NC      | $936.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2193000.03   | 0.08%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1525479.10   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2025-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3526552.69   | 0.13%             | 2035-02-15      | Floating      | 3.20%                 | No            |                  3 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    376300 | PA      | $356766.27    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                 | ABFC 2006-HE1 Trust                                                              | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216644 | PA      | $121364.73    | 0.00%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $182296.80    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472724 | PA      | $440035.95    | 0.02%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                 | Option One Mortgage Loan Trust 2007-4                                            | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4206667 | PA      | $2379651.66   | 0.09%             | 2037-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991473.50    | 0.04%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $38000.00     | 0.00%             | N/A             | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $177175.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21584.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     49556 | PA      | $20732.70     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $884.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378BN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134701 | PA      | $72829.40     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 142100000 | PA      | $143176251.19 | 5.22%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763088 | PA      | $1702625.66   | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1689492.92   | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31403FSU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       853 | PA      | $880.42       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1899465.15   | 0.07%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                          | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $583054.81    | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0626B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 188500000 | PA      | $194918010.30 | 7.10%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $212900.42    | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907651 | PA      | $908708.84    | 0.03%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2024-1                                             | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736910 | PA      | $2749026.24   | 0.10%             | 2054-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12666TAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16357 | PA      | $15201.81     | 0.00%             | 2046-09-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    420000 | PA      | $441111.93    | 0.02%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $843780.55    | 0.03%             | 2038-04-23      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1727328.90   | 0.06%             | 2055-01-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1949348.51   | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3099937 | PA      | $2541168.76   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BlackRock European CLO DAC                     | Blackrock European CLO VII DAC                                                   | CUSIP: 000000000<br>LEI: 635400IDVZFM7YPKHY80 | Long             | ABS-CBDO         | CORP              | IE        |   1164763 | PA      | $1364566.44   | 0.05%             | 2031-10-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $972900.00    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       309 | NC      | $1008763.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210900.00    | 0.01%             | 2035-02-11      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2011805.03   | 0.07%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1634723.68   | 0.06%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1174363.05   | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442109 | PA      | $1444622.37   | 0.05%             | 2051-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-2                                                    | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2942418.88   | 0.11%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    275000 | PA      | $297939.13    | 0.01%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2020-1                            | CUSIP: 61771QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604469 | PA      | $495408.48    | 0.02%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32705 | PA      | $31397.38     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    137981 | PA      | $138314.05    | 0.01%             | 2027-10-20      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                          | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141774 | PA      | $305342.45    | 0.01%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14567127 | PA      | $14692643.64  | 0.54%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2                    | CUSIP: 86361GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2532829 | PA      | $1565678.05   | 0.06%             | 2036-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                       | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    200000 | PA      | $214631.28    | 0.01%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3402437.15   | 0.12%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2409470.62   | 0.09%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3326508 | PA      | $3113721.04   | 0.11%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199817.44    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| QNB BANK AS                                    | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    275000 | PA      | $309384.74    | 0.01%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2975000 | PA      | $2843228.62   | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $180340.86    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2006-1                                            | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2174104 | PA      | $1915307.17   | 0.07%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416M2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77226 | PA      | $77816.51     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Euro CLO 2021-2 DAC                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |    920987 | PA      | $1080023.89   | 0.04%             | 2031-01-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   1045036 | PA      | $1055590.59   | 0.04%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3100000 | PA      | $2991672.36   | 0.11%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725263.20    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22673.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6622927.35   | 0.24%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    310000 | PA      | $322046.97    | 0.01%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418RT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57023 | PA      | $58397.65     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1545585.82   | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129660 | PA      | $922702.48    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture XXIX CLO Ltd                                                             | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-CBDO         | CORP              | KY        |    468390 | PA      | $468776.26    | 0.02%             | 2030-09-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814104.96    | 0.03%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412MCZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       554 | PA      | $567.40       | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1530880.13   | 0.06%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1515668.05   | 0.06%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1200000 | PA      | $1239262.80   | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16723.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2136350 | PA      | $1859698.50   | 0.07%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $739436.02    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-219.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3356379 | PA      | $3387065.15   | 0.12%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2024-N2                                           | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38360 | PA      | $38393.11     | 0.00%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397FPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120598 | PA      | $10466.82     | 0.00%             | 2037-03-15      | Floating      | 2.26%                 | No            |                  3 | On Loan: No      |
| USIMINAS INTERNATIONAL                         | Usiminas International Sarl                                                      | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    415000 | PA      | $426823.68    | 0.02%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    495461 | PA      | $496613.21    | 0.02%             | 2030-12-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4252000 | PA      | $2948398.45   | 0.11%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1198599.27   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3334671 | PA      | $3204567.50   | 0.12%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3485043.59   | 0.13%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-1                            | CUSIP: 61772AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551010 | PA      | $458428.29    | 0.02%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5813266 | PA      | $4974755.54   | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3770000 | PA      | $2835452.44   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                             | Aegea Finance Sarl                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $368853.00    | 0.01%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2093973.60   | 0.08%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17006.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |   1002661 | PA      | $1002421.41   | 0.04%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743569.50    | 0.03%             | 2038-04-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1084726.58   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3825394.04   | 0.14%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    403000 | PA      | $371856.16    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711723.32    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    123000 | PA      | $93066.69     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                                | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    790000 | PA      | $827784.04    | 0.03%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649299 | PA      | $263378.39    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TLEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8554 | PA      | $8703.79      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    325000 | PA      | $323405.55    | 0.01%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3083000 | PA      | $2971998.74   | 0.11%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3497184.27   | 0.13%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2511032.40   | 0.09%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4136195 | PA      | $4104077.31   | 0.15%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    430000 | PA      | $413867.48    | 0.02%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1890000 | PA      | $1881646.20   | 0.07%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34426 | PA      | $34113.74     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                         | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        47 | NC      | $85699.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $392028.97    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 470000000 | PA      | $2711800.05   | 0.10%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $38925.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1739088 | PA      | $1608914.30   | 0.06%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2562119.30   | 0.09%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31406M6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1389 | PA      | $1422.81      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y2LC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40482 | PA      | $37556.22     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-6                                                       | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297392 | PA      | $1076158.34   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129665 | PA      | $127815.00    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739375.20    | 0.03%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -3500000 | NC      | $-6173.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3698583 | PA      | $3694580.77   | 0.13%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $9571563.20   | 0.35%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | REPURCHASE AGREEMENT                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        | 167764853 | PA      | $167764853.00 | 6.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2200.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1088891 | PA      | $1090567.61   | 0.04%             | 2030-11-08      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $702643.92    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132D9PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862223 | PA      | $745191.21    | 0.03%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $2886081.84   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6447.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100301 | PA      | $1088488.12   | 0.04%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 271000000 | PA      | $1598512.43   | 0.06%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $531632.76    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $397731.64    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                          | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    539000 | PA      | $538055.24    | 0.02%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20920.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58662 | PA      | $8910.19      | 0.00%             | 2037-04-25      | Floating      | 2.48%                 | No            |                  3 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2931940.36   | 0.11%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1580000 | PA      | $1645373.13   | 0.06%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2546598.30   | 0.09%             | 2035-01-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                            | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    300000 | PA      | $323905.50    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                        | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600800.40    | 0.02%             | 2042-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $411072.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $847995.53    | 0.03%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $348295.41    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $602933.78    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    430000 | PA      | $427523.59    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3350000 | PA      | $3426630.25   | 0.12%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    595000 | PA      | $627779.74    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                          | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    345000 | PA      | $340354.64    | 0.01%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2942781.96   | 0.11%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $788424.00    | 0.03%             | 2038-01-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    771000 | PA      | $690631.89    | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | 151700000 | NC      | $146306.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2663103 | PA      | $2463590.80   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1760542.96   | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $673626.79    | 0.02%             | N/A             | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                 | Option One Mortgage Loan Trust 2005-1                                            | CUSIP: 68389FGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579549 | PA      | $554691.37    | 0.02%             | 2035-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $542738.26    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514660.55    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $612221.14    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                            | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    380000 | PA      | $389788.69    | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                       | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    480000 | PA      | $494832.00    | 0.02%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5981541 | PA      | $5827522.46   | 0.21%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2065456.00   | 0.08%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2228.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2622 | NC      | $-402127.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700676 | PA      | $720213.42    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-471.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Rece                 | Nissan Master Owner Trust Receivables                                            | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8102194.40   | 0.30%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                              | Toro European CLO 7 DAC                                                          | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |   1772268 | PA      | $2075526.88   | 0.08%             | 2034-02-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -8 | NC      | $-469.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                    | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    430723 | PA      | $446120.13    | 0.02%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                          | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    899136 | PA      | $884311.37    | 0.03%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1424093.98   | 0.05%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $245985.48    | 0.01%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3654527.04   | 0.13%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    735000 | PA      | $763901.52    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ares European CLO                              | Ares European CLO X DAC                                                          | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-CBDO         | CORP              | IE        |   1211422 | PA      | $1421662.97   | 0.05%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455160.00    | 0.02%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1020000 | PA      | $1035844.68   | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                       | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    200000 | PA      | $209380.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3700703.00   | 0.13%             | 2034-05-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3994318 | PA      | $3420041.64   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4684083 | PA      | $4207793.45   | 0.15%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5589.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6610.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641775 | PA      | $1405736.60   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -43 | NC      | $-8734.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   3950000 | PA      | $4012449.50   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                             | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297370.68    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3641288.82   | 0.13%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2021-PJ7                                     | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926731 | PA      | $1596832.10   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200562.20    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    181177 | PA      | $181194.25    | 0.01%             | 2032-02-27      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140JLLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3067496 | PA      | $3031933.71   | 0.11%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                       | GE Capital UK Funding Unlimited Co                                               | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $422103.31    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DAE FUNDING LLC                                | DAE Funding LLC                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2615785.11   | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12836.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2920933 | PA      | $2745896.88   | 0.10%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    361096 | PA      | $353965.70    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $620190.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617625.66    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $524275.36    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4882.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                               | Oryx Funding Ltd                                                                 | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $261887.50    | 0.01%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                                 | Henneman Trust                                                                   | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1468227.20   | 0.05%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4168762 | PA      | $3930689.81   | 0.14%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                          | Mazoon Assets Co SAOC                                                            | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $203968.10    | 0.01%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $3206673.52   | 0.12%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RAB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2637309 | PA      | $2635198.55   | 0.10%             | 2065-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33178.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $41176.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Leveraged Loan CDO                      | Dryden 27 R Euro CLO 2017 DAC                                                    | CUSIP: 000000000<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-CBDO         | CORP              | IE        |   1575808 | PA      | $1845462.88   | 0.07%             | 2033-04-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2041129.24   | 0.07%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31371MGC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30333 | PA      | $30554.70     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199328.66    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863298 | PA      | $899326.33    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    440000 | PA      | $397470.61    | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2286197.32   | 0.08%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22742 | PA      | $22630.11     | 0.00%             | 2045-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3066487.45   | 0.11%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325376.67    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1320842.31   | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1049.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1149824.76   | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $205300.00    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       406 | NC      | $48787.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466358 | PA      | $468486.46    | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2960446.04   | 0.11%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685011.49    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1411540.61  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2007-AR1                                                 | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322300 | PA      | $177749.06    | 0.01%             | 2047-03-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $875940.31    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545875 | PA      | $2567677.00   | 0.09%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -13 | NC      | $4496.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2864977.21   | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5196912.50   | 0.19%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $834439.86    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1299929 | PA      | $1352497.75   | 0.05%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    430000 | PA      | $432687.54    | 0.02%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | CDS STATE OF ISRAEL                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $22330.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    761000 | PA      | $612922.03    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1384938.35   | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576485.84    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268807.28   | 0.05%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1910648.20   | 0.07%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $165686.14    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2691595 | PA      | $2316560.23   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460527 | PA      | $460789.86    | 0.02%             | 2061-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99774 | PA      | $96359.77     | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1510375.90   | 0.06%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350940 | PA      | $320215.92    | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3506944.49   | 0.13%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4452062.00   | 0.16%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                 | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                    | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2716961 | PA      | $2728816.64   | 0.10%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339198 | PA      | $353548.94    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    331000 | PA      | $342777.31    | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                       | SLAM 2025-1 Ltd                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2841788 | PA      | $2914520.57   | 0.11%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8964.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1833891.31   | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AG Trust                                       | AG Trust 2024-NLP                                                                | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900663 | PA      | $1906602.30   | 0.07%             | 2041-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1498370.35   | 0.05%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                   | SPX FLOW INC                                                                     | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1780000 | PA      | $1790012.50   | 0.07%             | 2029-04-05      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1481.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3900000 | PA      | $4110271.62   | 0.15%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2639323.50   | 0.10%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1227120.12   | 0.04%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285184.35    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21891.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                 | Empire State Development Corp                                                    | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    625000 | PA      | $646650.00    | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PEDERNALES ELECTRIC COOP                       | Pedernales Electric Cooperative Inc                                              | CUSIP: 705322AK1<br>LEI: 254900QPHJS1WKBQGE65 | Long             | DBT              | CORP              | US        |    520000 | PA      | $541514.17    | 0.02%             | 2032-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1589358.43   | 0.06%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     21186 | PA      | $20549.46     | 0.00%             | 2029-06-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199684.34    | 0.01%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1818244 | PA      | $1538682.84   | 0.06%             | 2052-04-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1905773.95   | 0.07%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3500561.58   | 0.13%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 221000000 | PA      | $1455938.47   | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1220766.02   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    865000 | PA      | $875927.20    | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    920000 | PA      | $944875.88    | 0.03%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    469886 | PA      | $317878.15    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                         | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    470000 | PA      | $505196.84    | 0.02%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2220265.67   | 0.08%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9XJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027347 | PA      | $1069002.11   | 0.04%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -1300000 | NC      | $-176.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38380KSV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2098137 | PA      | $1961514.40   | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371945 | PA      | $1930735.23   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     21186 | PA      | $20517.63     | 0.00%             | 2029-06-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11015.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $945404.33    | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    826371 | PA      | $826627.63    | 0.03%             | 2062-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    235000 | PA      | $243272.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3173822.72   | 0.12%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL ELECTRIC COMPANY                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $13609.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $211097.90    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4352790.00   | 0.16%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641308.71    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    594000 | PA      | $562375.44    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20063250 | PA      | $19452159.52  | 0.71%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1509309.90   | 0.05%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224616 | PA      | $230096.62    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    955000 | PA      | $961591.22    | 0.04%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1445000 | PA      | $1420096.44   | 0.05%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1108801.49   | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $208778.46    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6503.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Segovia European CLO 6 - 2019                  | Segovia European CLO 6-2019 DAC                                                  | CUSIP: 000000000<br>LEI: 6354006IDDCPIYNLI456 | Long             | ABS-CBDO         | CORP              | IE        |   1137486 | PA      | $1334997.72   | 0.05%             | 2032-07-20      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -123 | NC      | $-110002.97   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16775.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                    | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $505800.00    | 0.02%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1221855.48   | 0.04%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2024-P2                                           | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4035329.20   | 0.15%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1349215.51   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605251.92    | 0.02%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1755377.50   | 0.06%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    950000 | PA      | $957094.41    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033440.00   | 0.04%             | 2042-02-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700613.66    | 0.03%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     24492 | PA      | $23493.47     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPXE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4376233 | PA      | $4474430.59   | 0.16%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099619.27   | 0.08%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5839.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  70500000 | PA      | $66425537.10  | 2.42%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                          | Stellantis Finance US Inc                                                        | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506696.90    | 0.02%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $5311581.31   | 0.19%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594275 | PA      | $492522.07    | 0.02%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                           | Kallpa Generacion SA                                                             | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    430000 | PA      | $434579.50    | 0.02%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15205.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                        | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $159611.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201242.58    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726133.24    | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929361 | PA      | $917212.96    | 0.03%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499061.90   | 0.05%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                              | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668287 | PA      | $2632867.87   | 0.10%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    203000 | PA      | $197236.02    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353000 | PA      | $1194389.57   | 0.04%             | 2055-02-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2769950.56   | 0.10%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                              | Toro European CLO 6 DAC                                                          | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |    260460 | PA      | $305404.59    | 0.01%             | 2032-01-12      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1414484.50   | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3760210.40   | 0.14%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                       | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $613452.18    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2024-5                                                 | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3449810 | PA      | $3473498.66   | 0.13%             | 2064-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   7500000 | NS      | $7500000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.12         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    715000 | PA      | $698553.78    | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $491994.52    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                         | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $4094267.06   | 0.15%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $313.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81336 | PA      | $81557.09     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    440000 | PA      | $450955.56    | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881727 | PA      | $811151.02    | 0.03%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                      | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $209620.30    | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2101290 | PA      | $1701499.51   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2881063.85   | 0.10%             | 2045-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519162 | PA      | $512389.36    | 0.02%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $302249.97    | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15115 | PA      | $15138.06     | 0.00%             | 2065-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding Plc                            | Ludgate Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |    227934 | PA      | $304209.76    | 0.01%             | 2061-01-01      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2586104.04   | 0.09%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2988.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNPP AM Euro CLO                               | BNPP AM Euro CLO 2019 DAC                                                        | CUSIP: 000000000<br>LEI: 635400ANSBB6SM453S64 | Long             | ABS-CBDO         | CORP              | IE        |    998478 | PA      | $1168392.38   | 0.04%             | 2032-07-22      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $218877.25    | 0.01%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                             | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $204345.80    | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $202536.80    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524000.00   | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1267988.32   | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                    | GSAMP Trust 2006-FM3                                                             | CUSIP: 36245TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688346 | PA      | $319238.40    | 0.01%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1033370.29   | 0.04%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1217771.38   | 0.04%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524187.50   | 0.16%             | 2028-04-13      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     55660 | PA      | $54327.72     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1949370.83   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                 | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4916248.50   | 0.18%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16672.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0606B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32300000 | PA      | $32990974.52  | 1.20%             | 2055-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $6627601.82   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3407125 | PA      | $3079427.42   | 0.11%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414KAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3537 | PA      | $3650.40      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                        | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140314 | PA      | $131372.42    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611482 | PA      | $598828.43    | 0.02%             | 2037-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4143000 | PA      | $4005193.46   | 0.15%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410GJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81912 | PA      | $83911.40     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                  | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    733776 | PA      | $988275.02    | 0.04%             | 2050-06-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295633.14    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                                                       | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $207106.74    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2743587.72   | 0.10%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $197527.34    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16689492.60  | 0.61%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3200000 | PA      | $3167509.12   | 0.12%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    710000 | PA      | $721899.81    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5253159.66   | 0.19%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -800000 | NC      | $-3494.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1119347.96   | 0.04%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | USD CALL VERSUS AUD PUT                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |   3419000 | NC      | $6.87         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553130.05    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                     | Atlas Senior Loan Fund XVIII Ltd                                                 | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1696496.30   | 0.06%             | 2035-01-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $234797.08    | 0.01%             | 2034-09-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    454000 | PA      | $439281.59    | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701724.14   | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2005-2                                     | CUSIP: 126673C26<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $3980431.98   | 0.15%             | 2035-08-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626839 | PA      | $528950.08    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                            | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   2640000 | PA      | $2689568.64   | 0.10%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    109247 | PA      | $61633.72     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81722299 | PA      | $84157444.13  | 3.07%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1251485.94   | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   9900000 | PA      | $11820911.36  | 0.43%             | 2029-10-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54107 | PA      | $46031.39     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2004-5                                                    | CUSIP: 81744FCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37540 | PA      | $35576.92     | 0.00%             | 2034-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Indigo Credit Management                       | Indigo Credit Management II DAC                                                  | CUSIP: 000000000<br>LEI: 635400ZBUBZKOZYRMX14 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1289373.17   | 0.05%             | 2038-07-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $404019.80    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus                 | Citizens Auto Receivables Trust 2023-1                                           | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4307151 | PA      | $4336915.93   | 0.16%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                       | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    325000 | PA      | $339883.38    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1144444.61   | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2357574 | PA      | $2221855.65   | 0.08%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-RPL1                               | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1582787 | PA      | $1420795.80   | 0.05%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    410000 | PA      | $424217.32    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $585620.76    | 0.02%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    215000 | PA      | $212299.17    | 0.01%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304222 | PA      | $263892.51    | 0.01%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1795000 | PA      | $1857722.69   | 0.07%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5198135.80   | 0.19%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                 | Banc of America Mortgage 2003-D Trust                                            | CUSIP: 05948XBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       348 | PA      | $341.96       | 0.00%             | 2033-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5021323.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $463400.44    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                          | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3515000 | PA      | $3511141.23   | 0.13%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034BN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223563 | PA      | $192349.67    | 0.01%             | 2036-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4072703.60   | 0.15%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                           | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2992431.68   | 0.11%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1722454.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1804293.00   | 0.07%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7196500 | PA      | $6803264.53   | 0.25%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   2940000 | PA      | $2967027.42   | 0.11%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $957743.82    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     76000 | PA      | $75363.73     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     54712 | PA      | $40110.13     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1900000 | NC      | $-12489.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                               | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    349559 | PA      | $349690.53    | 0.01%             | 2030-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    535000 | PA      | $558748.70    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -800000 | NC      | $-176.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    715000 | PA      | $732612.95    | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2657905.25   | 0.10%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4336636 | PA      | $4341485.24   | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 722000000 | PA      | $3747979.07   | 0.14%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -1700000 | NC      | $-3207.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    475000 | PA      | $483289.99    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                              | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $946457.28    | 0.03%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25815000 | PA      | $25818025.52  | 0.94%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   3891605 | PA      | $3986482.78   | 0.15%             | 2033-12-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                 | RALI Series 2007-QH8 Trust                                                       | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936220 | PA      | $747642.12    | 0.03%             | 2037-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                         | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026399 | PA      | $276875.32    | 0.01%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $209757.60    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $784565.64    | 0.03%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                         | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $914904.11    | 0.03%             | 2026-10-11      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4575000 | PA      | $4233884.34   | 0.15%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1894.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1083164.69   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                      | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1663000 | PA      | $1811522.53   | 0.07%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    204873 | PA      | $205050.62    | 0.01%             | 2031-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 1999-T2                                                 | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2143.80      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $226676.52    | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2686418.69   | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                           | Adnoc Murban Rsc Ltd                                                             | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |   3600000 | PA      | $3620588.40   | 0.13%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    275000 | PA      | $291186.01    | 0.01%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                    | Harvest CLO XXI DAC                                                              | CUSIP: 000000000<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-CBDO         | CORP              | IE        |    168966 | PA      | $195220.74    | 0.01%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1574743.89   | 0.06%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1346088.24   | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491930 | PA      | $480865.86    | 0.02%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $207071.22    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $543455.00    | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1316351.14   | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                        | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2451187 | PA      | $2480176.01   | 0.09%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5174705.50   | 0.19%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |     79680 | PA      | $77666.29     | 0.00%             | 2045-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205735 | PA      | $205342.77    | 0.01%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                        | JPMorgan Chase Bank NA                                                           | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4051455.60   | 0.15%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $303600.35    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                  | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15793 | PA      | $16265.14     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692517 | PA      | $626254.93    | 0.02%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                         | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |   3400000 | PA      | $4013613.44   | 0.15%             | 2028-11-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102950 | PA      | $83650.24     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607157.16    | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL ELECTRIC COMPANY                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4169.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873259.14    | 0.03%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12319.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3889270.74   | 0.14%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji EUR CLO                      | BlueMountain Fuji EUR CLO III DAC                                                | CUSIP: 000000000<br>LEI: 635400WPDP8W8JVSCN48 | Long             | ABS-CBDO         | CORP              | IE        |    557498 | PA      | $654101.99    | 0.02%             | 2031-01-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    350000 | PA      | $311062.50    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31296QAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7027 | PA      | $7259.23      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30538105 | PA      | $31213809.70  | 1.14%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                              | MNSN Holdings Inc                                                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $127831.88    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    495000 | PA      | $515641.50    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15830000 | PA      | $16442176.18  | 0.60%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1200000.00   | 0.04%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | USGA              | HK        |    200000 | PA      | $208109.98    | 0.01%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3850321.12   | 0.14%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    275000 | PA      | $255283.77    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690869.55    | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4254972.30   | 0.16%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416VSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1416 | PA      | $1499.68      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    100000 | PA      | $117525.83    | 0.00%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -21 | NC      | $3099.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1374640.82   | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1566068.98   | 0.06%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662966.99    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401755.18   | 0.05%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1895782.00   | 0.07%             | 2034-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $327256.02    | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $1613320.28   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128L4E83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4396 | PA      | $4594.49      | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1349630.10   | 0.05%             | 2034-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $624408.33    | 0.02%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    355000 | PA      | $374204.47    | 0.01%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2007-A1                                                 | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20047 | PA      | $19497.05     | 0.00%             | 2035-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301518.40   | 0.05%             | 2034-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1836542.42   | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $743072.19    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816229 | PA      | $1707506.77   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31402DGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4964 | PA      | $5028.18      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1290000 | PA      | $1321697.11   | 0.05%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4117296 | PA      | $4152771.37   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297890.31    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    312000 | PA      | $293124.00    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        24 | NC      | $13839.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $285321.00    | 0.01%             | 2028-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1580623.20   | 0.06%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619600 | PA      | $584215.03    | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2006-7                                            | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2011020 | PA      | $1042048.31   | 0.04%             | 2036-08-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ABN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10913 | PA      | $10946.53     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1575000 | PA      | $1595060.62   | 0.06%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTRAIS ELETRICAS BRASI                       | Centrais Eletricas Brasileiras SA                                                | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    385000 | PA      | $374249.61    | 0.01%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1148760.80   | 0.04%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    482710 | PA      | $72638.13     | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375Y3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577440 | PA      | $14568.77     | 0.00%             | 2039-01-20      | Floating      | 1.57%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     13261 | PA      | $7021.36      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $660949.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    150000 | PA      | $176268.17    | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904373.73    | 0.03%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-309.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-RPL3                               | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2997851 | PA      | $2688346.24   | 0.10%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2886201.66   | 0.11%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAA6<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $347034.34    | 0.01%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1344069.18   | 0.05%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485013 | PA      | $1483405.97   | 0.05%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3106449.86   | 0.11%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $714251.43    | 0.03%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414SHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32750 | PA      | $33578.65     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3489733.41   | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $250125.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1642461 | PA      | $1836715.28   | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65293 | PA      | $6515.28      | 0.00%             | 2039-09-25      | Floating      | 2.28%                 | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                          | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30933.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1278035.80   | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $440.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2005-10                                           | CUSIP: 007036TH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13299 | PA      | $11833.64     | 0.00%             | 2036-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |   7500000 | NS      | $7500000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1120823.66   | 0.04%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457582.25    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    439392 | PA      | $436517.45    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1439488.23   | 0.05%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $963.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31407NQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28935 | PA      | $29146.91     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597964.26    | 0.02%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2401 | PA      | $2453.24      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7297508 | PA      | $6884231.81   | 0.25%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3356665.90   | 0.12%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1268724.92   | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    461150 | PA      | $241873.18    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79816 | PA      | $77529.18     | 0.00%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6850589.10   | 0.25%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $664178.86    | 0.02%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160198 | PA      | $950765.77    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-353875.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $292140.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    835172 | PA      | $675317.37    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                         | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    140000 | PA      | $165341.86    | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2094835.18   | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34898 | PA      | $17070.76     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21572.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1183715 | PA      | $1105475.79   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $901583.50    | 0.03%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-46.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1405930.50   | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8684.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492984.50    | 0.02%             | 2039-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                          | DP World Crescent Ltd                                                            | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $505053.73    | 0.02%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1322791.80   | 0.05%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431650.88    | 0.02%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2398031 | PA      | $2399507.80   | 0.09%             | 2044-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                       | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1500000 | PA      | $1592123.10   | 0.06%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1045837.56   | 0.04%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     26208 | PA      | $24603.01     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1010671.62   | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS ZCS BRL                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1350287.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    315000 | PA      | $311822.47    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411545.24   | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354788 | PA      | $1254321.07   | 0.05%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-72952.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3371.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508701 | PA      | $1515071.34   | 0.06%             | 2045-03-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $449158.50    | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                 | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2549878 | PA      | $1290328.19   | 0.05%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1004132.10   | 0.04%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $380650.23    | 0.01%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1369636.24   | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5529241.11   | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                        | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650245.05    | 0.02%             | 2036-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3583249.44   | 0.13%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6185739 | PA      | $5497354.79   | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1985138.15   | 0.07%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3049080.90   | 0.11%             | 2042-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10218444 | PA      | $9964828.08   | 0.36%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5880000 | PA      | $5130297.06   | 0.19%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   7500000 | NS      | $7500000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $637809.33    | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514495 | PA      | $464972.79    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2919178.57   | 0.11%             | 2028-04-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1076833.80   | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    176000 | PA      | $188054.40    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $478900.00    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2350000 | PA      | $2336323.71   | 0.09%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1174640.62   | 0.04%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                       | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    777778 | PA      | $748765.53    | 0.03%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412ERR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2572 | PA      | $2605.36      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    365000 | PA      | $379601.64    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102546 | PA      | $99289.57     | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                               | Invesco Euro CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    176065 | PA      | $206073.93    | 0.01%             | 2031-07-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $50358.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4164109.42   | 0.15%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                      | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1936580 | PA      | $1960832.76   | 0.07%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2432718 | PA      | $2493596.30   | 0.09%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1                       | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       984 | PA      | $935.21       | 0.00%             | 2034-02-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $62054.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2472151.00   | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3807237 | PA      | $3530051.12   | 0.13%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    693254 | PA      | $693253.77    | 0.03%             | 2031-10-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1481704 | PA      | $1553405.99   | 0.06%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1284470.66   | 0.05%             | 2045-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1978026 | PA      | $2017986.67   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2183.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740934.75    | 0.03%             | 2038-04-18      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15215.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $747636.80    | 0.03%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                             | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   2786000 | PA      | $2777293.75   | 0.10%             | 2031-02-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104499.99   | 0.04%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1622507.11   | 0.06%             | 2045-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2300000 | PA      | $2031182.90   | 0.07%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4581265 | PA      | $4409998.57   | 0.16%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-13710.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38774 | PA      | $38766.33     | 0.00%             | 2062-08-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2654030.08   | 0.10%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200134.94    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1885000 | PA      | $1949293.58   | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    455000 | PA      | $481343.59    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1939430.98   | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     25466 | PA      | $18572.65     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2435935.65   | 0.09%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717546 | PA      | $707305.80    | 0.03%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Euro CLO                                | Dryden 52 Euro CLO 2017 DAC                                                      | CUSIP: 000000000<br>LEI: 635400V5VX7XDQVRNU55 | Long             | ABS-CBDO         | CORP              | IE        |   1396706 | PA      | $1637321.08   | 0.06%             | 2034-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27019 | PA      | $23496.15     | 0.00%             | 2035-12-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4272876.09   | 0.16%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    220000 | PA      | $202998.40    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                            | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    334428 | PA      | $332189.54    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2810470.10   | 0.10%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    335000 | PA      | $339235.74    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                 | New Century Home Equity Loan Trust 2005-1                                        | CUSIP: 64352VKB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $199113.57    | 0.01%             | 2035-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AYN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131789 | PA      | $130349.63    | 0.00%             | 2047-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $4377511.37   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $86595.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibrant CLO Ltd                                | Vibrant CLO XI Ltd                                                               | CUSIP: 92558NAJ1<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |    718006 | PA      | $717896.19    | 0.03%             | 2032-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  79400000 | PA      | $78694157.82  | 2.87%             | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $955696.63    | 0.03%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $186910.54    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     41878 | PA      | $20484.59     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $358782.37    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2004-T1                                                 | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1727 | PA      | $1777.95      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6108472.29   | 0.22%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695786.63    | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $297538.32    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                 | Porsche Innovative Lease Owner Trust 2024-1                                      | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3819404.32   | 0.14%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REVENUE                      | Texas Water Development Board                                                    | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3030000 | PA      | $3053209.80   | 0.11%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -1300000 | NC      | $-70.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                 | Bear Stearns ARM Trust 2003-5                                                    | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10745 | PA      | $9972.54      | 0.00%             | 2033-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Series 2005-1R                                                              | CUSIP: 22546MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447966 | PA      | $258161.79    | 0.01%             | 2035-12-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    585000 | PA      | $603537.48    | 0.02%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2395000 | PA      | $2341993.86   | 0.09%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                          | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486909.30    | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $47787.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071794.67   | 0.04%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1537672 | PA      | $1504155.94   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $258989.10    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2413963.17   | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1520865.00   | 0.06%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1546.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1996027.51   | 0.07%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    661000 | PA      | $654133.33    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726005.00    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                        | Turkiye Garanti Bankasi AS                                                       | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $517763.45    | 0.02%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31404P7H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3307 | PA      | $3382.51      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    350000 | PA      | $365551.73    | 0.01%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2329230 | PA      | $2368204.81   | 0.09%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $267237.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1842706.80   | 0.07%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |   6600000 | PA      | $6969425.76   | 0.25%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1084264.48   | 0.04%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1384409.32   | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $751593.48    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6800000 | PA      | $360811.35    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   7500000 | NS      | $7500000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $886317.54    | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140960.61    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                    | Capital Street Master Trust                                                      | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499997.70    | 0.02%             | 2029-08-16      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Tr                 | GreenState Auto Receivables Trust 2024-1                                         | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736907 | PA      | $738185.05    | 0.03%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO IX DAC                             | Tikehau Clo IX DAC                                                               | CUSIP: 000000000<br>LEI: 635400WF4D7I3IFMCZ19 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1174996.28   | 0.04%             | 2037-01-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3698960.30   | 0.13%             | 2034-10-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14940000 | PA      | $14991356.25  | 0.55%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1674813.42   | 0.06%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies Euro CLO 2014-2 Ltd                             | CUSIP: 000000000<br>LEI: 6354006SCMVW8LXU4P40 | Long             | ABS-CBDO         | CORP              | IE        |    475158 | PA      | $557838.00    | 0.02%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1447894.75   | 0.05%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55733 | PA      | $56090.26     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1568846.32   | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415554 | PA      | $399460.82    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1241488.50   | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2042347.78   | 0.07%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    420000 | PA      | $409395.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HKBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912156 | PA      | $876110.47    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                        | Fremont Home Loan Trust 2004-B                                                   | CUSIP: 35729PDQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1643556 | PA      | $1612920.54   | 0.06%             | 2034-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3902624.70   | 0.14%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7356580 | PA      | $7393994.09   | 0.27%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512784.05   | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2619566.80   | 0.10%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $685476.54    | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                  | EquiFirst Mortgage Loan Trust 2004-2                                             | CUSIP: 29445FBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662361 | PA      | $627337.17    | 0.02%             | 2034-10-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    337624 | PA      | $338610.67    | 0.01%             | 2028-09-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448990 | PA      | $441566.71    | 0.02%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1750000 | PA      | $1818650.40   | 0.07%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366374 | PA      | $352580.55    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $215599.86    | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3400000 | PA      | $3432885.48   | 0.13%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                           | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1173241 | PA      | $1173843.08   | 0.04%             | 2039-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -1500000 | NC      | $-378.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6254.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $351770.12    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    281821 | PA      | $43330.02     | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2282750 | PA      | $2285863.67   | 0.08%             | 2029-10-29      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $398430.00    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-211036.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1585975 | PA      | $1498930.13   | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150007.79    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |    985663 | PA      | $988727.65    | 0.04%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $1542849.66   | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041824 | PA      | $998290.84    | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3166000 | PA      | $2401183.68   | 0.09%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                              | AMAZON HOLDCO INC                                                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   1472000 | PA      | $1472000.00   | 0.05%             | 2031-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19110.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132D9RQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3074392 | PA      | $2656168.18   | 0.10%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1082980.58   | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $853671.15    | 0.03%             | 2038-02-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                 | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20165 | PA      | $7111.59      | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $65283.20     | 0.00%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                              | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225951.44    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197037.56    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $4621938.83   | 0.17%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO III Ltd                                                               | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2308955 | PA      | $2309525.10   | 0.08%             | 2032-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $160068.76    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3270485 | PA      | $2917522.63   | 0.11%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                               | Capital Four CLO X DAC                                                           | CUSIP: 000000000<br>LEI: 254900PXJCJG50SO9P20 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175942.57   | 0.04%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $4008700.56   | 0.15%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-10                                                 | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1283044 | PA      | $1062877.53   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5015803.00   | 0.18%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-1                                     | CUSIP: 126670TH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13950 | PA      | $13770.16     | 0.00%             | 2036-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                         | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    380000 | PA      | $405949.82    | 0.01%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3374959.34   | 0.12%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    395000 | PA      | $401694.78    | 0.01%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                | ICON PARENT INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1265000 | PA      | $1265000.00   | 0.05%             | 2031-11-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  60900000 | PA      | $3464186.20   | 0.13%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31359VH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8206 | PA      | $8333.67      | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                              | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    365000 | PA      | $375315.81    | 0.01%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2394479.76   | 0.09%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797000 | PA      | $675577.85    | 0.02%             | 2055-02-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $76050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4750000 | PA      | $4269884.25   | 0.16%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NHYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25674 | PA      | $26578.68     | 0.00%             | 2037-05-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1470949.56   | 0.05%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2277178.69   | 0.08%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.35.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $12489.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    380000 | PA      | $402574.77    | 0.01%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1118602.62   | 0.04%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304812 | PA      | $284989.05    | 0.01%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13932592 | PA      | $11755775.39  | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1149337.13   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1386053 | PA      | $1239606.14   | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252300 | PA      | $238561.58    | 0.01%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $567470.59    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1770000 | PA      | $1815615.73   | 0.07%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $201432.80    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    340000 | PA      | $350305.77    | 0.01%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS ZCS BRL                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-19185.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5263569.50   | 0.19%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                               | Marathon CLO 2021-16 Ltd                                                         | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253372.50   | 0.05%             | 2034-04-15      | Floating      | 5.43%                 | 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        |   1000000 | PA      | $1024285.30   | 0.04%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455928 | PA      | $472199.48    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QADH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132964 | PA      | $131119.75    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1007 | NC      | $1379282.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11564197 | PA      | $11663845.73  | 0.43%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -3500000 | NC      | $-12535.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $706342.28    | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1201385 | PA      | $1201477.60   | 0.04%             | 2065-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3352112 | PA      | $2978667.34   | 0.11%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    125000 | PA      | $125161.38    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1941987.04   | 0.07%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199935 | PA      | $2230890.74   | 0.08%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                 | GMACM Mortgage Loan Trust 2006-J1                                                | CUSIP: 36185MEB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11352 | PA      | $9714.06      | 0.00%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1794381.30   | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4490552.75   | 0.16%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $116112.50    | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1329004.34   | 0.05%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    395000 | PA      | $356806.46    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    920000 | PA      | $936613.73    | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    490000 | PA      | $509130.68    | 0.02%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1253356.44   | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-693869.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184727 | PA      | $164471.69    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4508179 | PA      | $4577669.34   | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2024-3 Mortgage Loan Trust                                                  | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   2190334 | PA      | $2221874.95   | 0.08%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CNY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4746.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851348.95    | 0.03%             | 2038-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1073000 | PA      | $972607.97    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2734908.80   | 0.10%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1194625.38   | 0.04%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                            | Atlantic Avenue 2024-3 Ltd                                                       | CUSIP: 04822JAA4<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001060.00   | 0.15%             | 2035-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | USGA              | KZ        |    476000 | PA      | $470713.92    | 0.02%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $7247284.65   | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1864293.14   | 0.07%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    537000 | PA      | $488368.10    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280BY4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $674546.36    | 0.02%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $219830.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31407FQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15010 | PA      | $15851.48     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $26585919.36  | 0.97%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $251001.13    | 0.01%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    343000 | PA      | $377345.48    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $219750.00    | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $305025.00    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $891935.55    | 0.03%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    268000 | PA      | $274532.42    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11271.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5700956 | PA      | $5284685.24   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                       | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554062.27    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK7                                                                   | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1102041.47   | 0.04%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1062809.18   | 0.04%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $648026.12    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2074975.00   | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CNY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2030276.20   | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENU                 | Public Finance Authority                                                         | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2600268.75   | 0.09%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3680.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2751270.95   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-33550.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $147218.78    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $575.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950255.30    | 0.03%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2520139.70   | 0.09%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | FIRST CITIZENS BANCSHARE                                                         | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    406000 | PA      | $405066.77    | 0.01%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-208.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197143 | PA      | $197912.90    | 0.01%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409FPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29159 | PA      | $30579.07     | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                 | Banco Macro SA                                                                   | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    500000 | PA      | $489750.00    | 0.02%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10841.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1868112.18   | 0.07%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1077445.20   | 0.04%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3279215.45   | 0.12%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -1700000 | NC      | $-31.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB HOLDING CORP                                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3463034 | PA      | $3467601.25   | 0.13%             | 2027-12-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1806312 | PA      | $1801955.32   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BNQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442392 | PA      | $443571.65    | 0.02%             | 2061-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707615 | PA      | $636964.90    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1700000 | NC      | $-374.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5446.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                          | Black Diamond CLO 2019-1 DAC                                                     | CUSIP: 000000000<br>LEI: 549300I3ISWDFTMO5713 | Long             | ABS-CBDO         | CORP              | IE        |    135816 | PA      | $159451.51    | 0.01%             | 2032-05-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                                               | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   1585667 | PA      | $1586400.87   | 0.06%             | 2031-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4274594 | PA      | $3846089.32   | 0.14%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1424.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32929.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28480.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2838.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1176943 | PA      | $1181540.00   | 0.04%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1119795.82   | 0.04%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897969.33    | 0.03%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508637.10    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $329948.42    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2266119.02   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3987243.60   | 0.15%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Man GLG Euro CLO                               | Man GLG Euro CLO V DAC                                                           | CUSIP: 000000000<br>LEI: 635400WPMITSRLC5LX57 | Long             | ABS-CBDO         | CORP              | IE        |    565729 | PA      | $662599.11    | 0.02%             | 2031-12-15      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1418821.46   | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $201003.00    | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $76033.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-200989.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2014-4 Ltd                                                              | CUSIP: 92914RAY8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    219065 | PA      | $219100.28    | 0.01%             | 2031-07-14      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200451.58    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1057238.21   | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $376576.84    | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-971.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    231000 | PA      | $209401.50    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-639912.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $201485.16    | 0.01%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                                              | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2130875.25   | 0.08%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1511388.85   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                | Maya SAS/Paris France                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214664.60    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438772.74    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                            | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $205012.66    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1942901.05   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                     | Aurium CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 549300LCZQMYMASRK585 | Long             | ABS-CBDO         | CORP              | IE        |   2403036 | PA      | $2819382.74   | 0.10%             | 2031-01-16      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 174000000 | PA      | $168694096.20 | 6.15%             | 2055-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080646 | PA      | $2127342.52   | 0.08%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3241480.00   | 0.12%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1022905.38   | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449065 | PA      | $453488.62    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y2FT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1394377 | PA      | $1288147.64   | 0.05%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $291369.73    | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100861.14    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7029572 | PA      | $5686891.61   | 0.21%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1700000 | NC      | $-7425.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $529.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $209998.38    | 0.01%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                             | Boston Gas Co                                                                    | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471331.80    | 0.02%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808354 | PA      | $662886.07    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $726443.44    | 0.03%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    945000 | PA      | $906442.96    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $12694282.89  | 0.46%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1026652.44   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1027514.80   | 0.04%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1906 | PA      | $2008.65      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                 | World Omni Auto Receivables Trust 2024-B                                         | CUSIP: 98164HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205951 | PA      | $205952.98    | 0.01%             | 2027-09-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -1000000 | NC      | $-95.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2668000.00   | 0.10%             | 2033-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10318.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3009091.58   | 0.11%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1410656.53   | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33893.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                               | Carlyle Euro CLO 2019-2 DAC                                                      | CUSIP: 000000000<br>LEI: 63540012YBWEYXRWOE16 | Long             | ABS-CBDO         | CORP              | IE        |    465519 | PA      | $546262.03    | 0.02%             | 2032-08-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2527942.13   | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5583728.15   | 0.20%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1115524.05   | 0.04%             | 2045-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14244 | PA      | $13204.18     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    855000 | PA      | $805187.70    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31415.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP III                                        | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2711729 | PA      | $2715546.90   | 0.10%             | 2039-09-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $609255.00    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    415000 | PA      | $380734.86    | 0.01%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2371887.36   | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784809 | PA      | $358647.35    | 0.01%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $346.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893740.77    | 0.03%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-A6                                                 | CUSIP: 46628BAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135361 | PA      | $107454.02    | 0.00%             | 2036-10-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1787495 | PA      | $1617907.75   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                   | TBC Bank JSC                                                                     | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    395000 | PA      | $405629.17    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1198468.20   | 0.04%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $283370.59    | 0.01%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                   | Cairn CLO X DAC                                                                  | CUSIP: 000000000<br>LEI: 549300SJJA6F0HPES196 | Long             | ABS-CBDO         | CORP              | IE        |    815536 | PA      | $955811.48    | 0.03%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $643841.45    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/CNY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $523837.64    | 0.02%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Cordatus CLO PLC                               | CVC Cordatus Loan Fund VII DAC                                                   | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |    679717 | PA      | $797652.48    | 0.03%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2600000 | PA      | $2863201.12   | 0.10%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412691.32    | 0.02%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349670 | PA      | $349677.27    | 0.01%             | 2065-08-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717645 | PA      | $1752139.17   | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $49044.90     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Euro CLO 2025-1 DAC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176872.42   | 0.04%             | 2038-08-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434818 | PA      | $1989359.86   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                        | British Airways 2018-1 Class AA Pass Through Trust                               | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743358 | PA      | $726665.93    | 0.03%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $1724250.00   | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1890000 | PA      | $1886948.07   | 0.07%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2921359.43   | 0.11%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786930 | PA      | $816379.69    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $918279.00    | 0.03%             | 2042-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                        | GDZ Elektrik Dagitim AS                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    310000 | PA      | $303557.89    | 0.01%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-777.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                 | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1590469.00   | 0.06%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1129592.07   | 0.04%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1275309.23   | 0.05%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | REPURCHASE AGREEMENT                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        | 137900000 | PA      | $137900000.00 | 5.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    460000 | PA      | $470820.99    | 0.02%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2786157 | PA      | $2494387.60   | 0.09%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1481348.00   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2105746.94   | 0.08%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6380000 | PA      | $5923805.12   | 0.22%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -50 | NC      | $7206.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2268331 | PA      | $2302360.38   | 0.08%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     50210 | NS      | $833932.62    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    521000 | PA      | $549426.12    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -43 | NC      | $-6046.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    380000 | PA      | $406455.94    | 0.01%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3272339 | PA      | $3289804.05   | 0.12%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    465000 | PA      | $104605.84    | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1130000 | PA      | $1154286.19   | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $427500.00    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8190 | PA      | $8246.23      | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499209.38    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                          | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $560275.44    | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2168266.17   | 0.08%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31419H4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6610 | PA      | $6445.45      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $178365.40    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20602.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138280 | PA      | $131223.62    | 0.00%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  10700000 | PA      | $491591.94    | 0.02%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1398184.20   | 0.05%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-4485.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4157330.40   | 0.15%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.08         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                  | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1928265.00   | 0.07%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1052621.02   | 0.04%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    300000 | PA      | $299735.16    | 0.01%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BWN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    596730 | PA      | $590037.65    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26562.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2724899.04   | 0.10%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $3104288.47   | 0.11%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                    | GSAMP Trust 2007-SEA1                                                            | CUSIP: 3622MLAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272382 | PA      | $270623.63    | 0.01%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31403YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5981 | PA      | $6032.84      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1893269.47   | 0.07%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                    | INEOS Styrolution Ludwigshafen GmbH                                              | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346475.06    | 0.01%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1521359.15   | 0.06%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1356156.50   | 0.05%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456348 | PA      | $1359030.54   | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3856.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    478000 | PA      | $494856.53    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT 2024-NQM2 Trust                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2666202 | PA      | $2697469.08   | 0.10%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12794.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270771 | PA      | $271924.76    | 0.01%             | 2065-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    587579 | PA      | $587598.39    | 0.02%             | 2030-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    323000 | PA      | $246642.80    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $334833.35    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1789438.17   | 0.07%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    255000 | PA      | $262058.40    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ludgate Funding Plc                            | Ludgate Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |    575462 | PA      | $765713.95    | 0.03%             | 2060-12-01      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1890972.05   | 0.07%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                 | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28086 | PA      | $23977.26     | 0.00%             | 2036-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31346YFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1779820 | PA      | $1582048.03   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2317484.15   | 0.08%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    150000 | PA      | $177289.00    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4445622.08   | 0.16%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $31639.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852523.65    | 0.03%             | 2038-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                       | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400354 | PA      | $392292.69    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-70457.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23066216 | PA      | $23264956.91  | 0.85%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-7                                                  | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371370 | PA      | $322106.48    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2138114.59   | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    670000 | PA      | $692047.29    | 0.03%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    691153 | PA      | $684451.05    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41788.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1322548.50   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-132906.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | Countrywide Asset-Backed Certificates                                            | CUSIP: 1266714M5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20796 | PA      | $20408.79     | 0.00%             | 2034-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76508 | PA      | $70028.06     | 0.00%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469527 | PA      | $439079.52    | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Back                 | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A                 | CUSIP: 43710BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921664 | PA      | $624207.85    | 0.02%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -2100000 | NC      | $-338.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-80.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4654402 | PA      | $3969755.85   | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1652.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-107434.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9698579.00   | 0.35%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801481 | PA      | $686609.85    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    435000 | PA      | $446392.13    | 0.02%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5103003.40   | 0.19%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                 | Jubilee CLO 2016-XVII DAC                                                        | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-CBDO         | CORP              | IE        |    473322 | PA      | $553759.71    | 0.02%             | 2031-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1290797.22   | 0.05%             | 2045-09-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $747614.25    | 0.03%             | 2038-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2007-HE1                                  | CUSIP: 617526AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3214695 | PA      | $1885670.53   | 0.07%             | 2036-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4188804.36   | 0.15%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-4                                                    | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502801 | PA      | $416107.20    | 0.02%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $528407.36    | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $979967.34    | 0.04%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2856885.41   | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1268.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-65830.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   1330917 | PA      | $1331392.44   | 0.05%             | 2031-08-18      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928395.99    | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                  | First Franklin Mortgage Loan Trust 2006-FF5                                      | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421899 | PA      | $414444.93    | 0.02%             | 2036-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2023-7                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   3672973 | PA      | $3730620.68   | 0.14%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    485000 | PA      | $359628.47    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1716758.28   | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     80040 | PA      | $67660.42     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BQN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48242 | PA      | $48317.46     | 0.00%             | 2062-03-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204596.20    | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4140.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3785186.00   | 0.14%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    315000 | PA      | $328167.00    | 0.01%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $2028083.48   | 0.07%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $641445.84    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1304258.37   | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2158.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    330000 | PA      | $336723.49    | 0.01%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                       | Mexico Generadora de Energia S de rl                                             | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    296239 | PA      | $302731.56    | 0.01%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/CNY FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPK49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4497873 | PA      | $4283190.24   | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1287870 | PA      | $1288795.52   | 0.05%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2030.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1915085.49   | 0.07%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2030095.47   | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1508123.13   | 0.05%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1432162.80   | 0.05%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10855454 | PA      | $10578181.75  | 0.39%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    430000 | PA      | $444087.14    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     48554 | PA      | $26555.68     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross 2024-H3 Mortgage Trust                                                     | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3045590 | PA      | $3085791.28   | 0.11%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414S3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1889 | PA      | $1935.32      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                       | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1405592.72   | 0.05%             | 2028-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1601629 | PA      | $1472925.37   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $785514.64    | 0.03%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $12383766.12  | 0.45%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $565610.94    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4354644.74   | 0.16%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14676.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4507564.14   | 0.16%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                  | CUSIP: 61753KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2479665 | PA      | $1047506.16   | 0.04%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3400000 | PA      | $3538770.32   | 0.13%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1356561.57   | 0.05%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-4                            | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620209 | PA      | $516000.62    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     83202 | PA      | $74344.70     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                 | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90897 | PA      | $38524.32     | 0.00%             | 2036-10-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $680207.67    | 0.02%             | 2045-01-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    967000 | PA      | $938656.75    | 0.03%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4400000 | PA      | $1338882.04   | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                             | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    495000 | PA      | $515760.30    | 0.02%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29840000 | PA      | $29570741.74  | 1.08%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS ITRAXX.EU.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2658.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1373227.66   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $2050766.00   | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    865000 | PA      | $865559.66    | 0.03%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $686435.24    | 0.03%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $350725.90    | 0.01%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83913 | PA      | $75969.34     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                 | Structured Asset Investment Loan Trust 2003-BC2                                  | CUSIP: 86358EAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15778 | PA      | $16168.66     | 0.00%             | 2033-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1345678.22   | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    527062 | PA      | $479785.60    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                    | RAAC Series 2005-SP2 Trust                                                       | CUSIP: 76112BF54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111756 | PA      | $102752.84    | 0.00%             | 2044-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918026.55    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2938381.79   | 0.11%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3045139.50   | 0.11%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1023150.45   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                         | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |   2400000 | PA      | $2786357.03   | 0.10%             | 2026-06-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1875.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                           | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                            | Euro-Galaxy III CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |   3982111 | PA      | $4652780.22   | 0.17%             | 2034-04-24      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| BURGAN BANK                                    | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    295000 | PA      | $287421.60    | 0.01%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    470000 | PA      | $460833.78    | 0.02%             | 2050-11-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-52388.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $786439.92    | 0.03%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3327268 | PA      | $3380755.25   | 0.12%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51                 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2742264.25   | 0.10%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1469.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2019-RPL3                                    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1742220 | PA      | $1682475.80   | 0.06%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1034.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1294331.63   | 0.05%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13891.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1460000 | PA      | $1516761.44   | 0.06%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                            | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1391476.59   | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-31584.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                 | RALI Series 2007-QA5 Trust                                                       | CUSIP: 749236AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1724885 | PA      | $1138538.18   | 0.04%             | 2037-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                             | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3908000 | PA      | $3927265.27   | 0.14%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $213665.67    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $903115.80    | 0.03%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    789000 | PA      | $781887.17    | 0.03%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5295.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1403409.02   | 0.05%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3837676.24   | 0.14%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    525000 | PA      | $530445.83    | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397NAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178141 | PA      | $12484.17     | 0.00%             | 2039-02-25      | Floating      | 1.23%                 | No            |                  3 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                 | MASTR Adjustable Rate Mortgages Trust 2004-4                                     | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18614 | PA      | $18112.91     | 0.00%             | 2034-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1917252.05   | 0.07%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VI CLO Ltd                                                         | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6807908.40   | 0.25%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                 | Bear Stearns Asset Backed Securities I Trust 2005-FR1                            | CUSIP: 073879G69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219646 | PA      | $215757.58    | 0.01%             | 2035-06-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409JXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11116 | PA      | $11740.74     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                  | Pluspetrol SA                                                                    | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    480000 | PA      | $480000.00    | 0.02%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $281271.00    | 0.01%             | 2029-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                         | CVS Pass-Through Trust                                                           | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47883 | PA      | $49075.64     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2477662.00   | 0.09%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    393923 | PA      | $335165.45    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       204 | NC      | $-119451.22   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52237.50     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    800000 | PA      | $639156.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2024-NQM8 Trust                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2191331 | PA      | $2221799.38   | 0.08%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    463498 | PA      | $463859.49    | 0.02%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.37.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3081.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                       | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $308583.75    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | Reperforming Loan REMIC Trust 2006-R1                                            | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225266 | PA      | $213363.58    | 0.01%             | 2036-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $180500.00    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1108312.28   | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3168714.56   | 0.12%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                       | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    690000 | PA      | $726701.10    | 0.03%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4263337.32   | 0.16%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    890000 | PA      | $887176.83    | 0.03%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    685000 | PA      | $761108.09    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2024-1 DAC                                   | CUSIP: 000000000<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-CBDO         | CORP              | IE        |    365252 | PA      | $427826.34    | 0.02%             | 2033-08-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $697467.96    | 0.03%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241457 | PA      | $251225.83    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2702176 | PA      | $2786436.27   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4464311.83   | 0.16%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 610000000 | PA      | $3781929.88   | 0.14%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135069 | PA      | $121054.80    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    795000 | PA      | $794626.35    | 0.03%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2007-6                                     | CUSIP: 12669LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935879 | PA      | $776469.92    | 0.03%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15385.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-156.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152111.93    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36290SXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1020 | PA      | $1042.73      | 0.00%             | 2034-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128948.59    | 0.00%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4299587.55   | 0.16%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                         | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199673.62    | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS HOCHTIEF AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $77543.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                          | Province of Ontario Canada                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $7648997.63   | 0.28%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1434673.38   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                             | Centex Home Equity Loan Trust 2002-A                                             | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        74 | PA      | $73.37        | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1196953.07   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $759550.64    | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                               | BNPP AM Euro CLO 2018 DAC                                                        | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |    249535 | PA      | $291696.34    | 0.01%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2857.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    800000 | NC      | $771.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-290752.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1817625 | PA      | $1817068.81   | 0.07%             | 2030-12-09      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194353.18    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3809156 | PA      | $3843216.24   | 0.14%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2006-AR11 Trust                           | CUSIP: 94984CAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76890 | PA      | $70946.00     | 0.00%             | 2036-08-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                         | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.09         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    245000 | PA      | $247536.09    | 0.01%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                | HGI CRE CLO 2021-FL3 Ltd                                                         | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1641881 | PA      | $1642861.31   | 0.06%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    315000 | PA      | $286712.53    | 0.01%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $419784.90    | 0.02%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4558803 | PA      | $4215143.19   | 0.15%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2315435 | PA      | $2251925.72   | 0.08%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316640.63    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                          | Celestial Dynasty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    335000 | PA      | $335798.77    | 0.01%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $562834.56    | 0.02%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1973185.83   | 0.07%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $319144.20    | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $250929.08    | 0.01%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5793061 | PA      | $5935059.14   | 0.22%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2394408.72   | 0.09%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    220000 | PA      | $226351.00    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3912214 | PA      | $3970668.35   | 0.14%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1490227.46   | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1172716.94   | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1896097.37   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360436 | PA      | $1283959.24   | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3256762.56   | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -1500000 | NC      | $-364.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -719 | NC      | $491780.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                 | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23157.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    210000 | PA      | $157290.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659423 | PA      | $590972.37    | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9283976 | PA      | $8171462.44   | 0.30%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989066 | PA      | $810459.13    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                       | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $655760.00    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2608238 | PA      | $2655216.75   | 0.10%             | 2038-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4700000 | PA      | $4422761.57   | 0.16%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194133.06    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1642474 | PA      | $1836729.88   | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974513.00   | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                               | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913402.08    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                        | Silk Road Group Holding LLC                                                      | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |    390000 | PA      | $395626.92    | 0.01%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31419AQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26031 | PA      | $25430.49     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q9T29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112181 | PA      | $107747.89    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |    689000 | NC      | $14152.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | 176900000 | NC      | $170610.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461424 | PA      | $414621.75    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1901.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                                | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    565000 | PA      | $1497.25      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                    | Harvest CLO XVI DAC                                                              | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   1001972 | PA      | $1174657.90   | 0.04%             | 2031-10-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3221065.65   | 0.12%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $1003113.84   | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3418857.42   | 0.12%             | 2030-03-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179517 | PA      | $163211.31    | 0.01%             | 2037-07-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $206621.80    | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                             | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3190538.61   | 0.12%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1570000 | PA      | $1589782.00   | 0.06%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-235.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52800000 | PA      | $37140470.40  | 1.35%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -161 | NC      | $23645.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133D4R39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3188822 | PA      | $2846768.46   | 0.10%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    865000 | PA      | $885047.85    | 0.03%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mansard Mortgages Plc                          | Mansard Mortgages 2007-1 PLC                                                     | CUSIP: 000000000<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-MBS          | CORP              | GB        |    240121 | PA      | $321141.11    | 0.01%             | 2047-04-15      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     39091 | PA      | $34689.19     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                           | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $6182861.96   | 0.23%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1264366.72   | 0.05%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CDS CMBX.NA.AAA.8                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $18.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $830155.05    | 0.03%             | 2038-01-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    490000 | PA      | $506978.50    | 0.02%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867084 | PA      | $830085.62    | 0.03%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                          | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    420000 | PA      | $440244.42    | 0.02%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5384790.62   | 0.20%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2921099.78   | 0.11%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    335000 | PA      | $355037.96    | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7613.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1616682.64   | 0.06%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1106327.70   | 0.04%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    237556 | PA      | $237578.58    | 0.01%             | 2031-01-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |  30143000 | NC      | $1068.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    480000 | PA      | $508500.96    | 0.02%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20705.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-3                                              | CUSIP: 576434PB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750 | PA      | $783.32       | 0.00%             | 2034-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Man GLG US CLO 2018-1 Ltd                      | Man GLG US CLO                                                                   | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115251 | PA      | $115226.62    | 0.00%             | 2030-04-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 10 Ltd                                                              | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $593342.40    | 0.02%             | 2038-01-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $435372.93    | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3250000 | PA      | $3242430.75   | 0.12%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85114 | PA      | $73085.15     | 0.00%             | 2037-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1153871.46   | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                      | Colbun SA                                                                        | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    310000 | PA      | $310279.00    | 0.01%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-64390.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030541.30   | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EKB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631376 | PA      | $631392.89    | 0.02%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275501.10    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    550000 | PA      | $497483.58    | 0.02%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-A7                                                 | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23757 | PA      | $19058.73     | 0.00%             | 2037-01-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -31 | NC      | $-6781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2007-1                                                    | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156205 | PA      | $102509.71    | 0.00%             | 2046-09-20      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2019-1                                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3124081 | PA      | $3052154.18   | 0.11%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $36944.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022519 | PA      | $872860.55    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                          | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $202499.12    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2749898.32   | 0.10%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258431 | PA      | $1289807.04   | 0.05%             | 2043-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust                   | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110946 | PA      | $101840.75    | 0.00%             | 2035-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287263 | PA      | $254237.01    | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $556165.50    | 0.02%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    534874 | PA      | $571994.24    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments II Trust 2005-AR5                          | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37304 | PA      | $37105.11     | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323165 | PA      | $297096.54    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $190000.00    | 0.01%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1780366.26   | 0.06%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114741.87    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    475000 | PA      | $497108.50    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36357822 | PA      | $34424305.75  | 1.25%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $581540.76    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                        | British Airways 2019-1 Class AA Pass Through Trust                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220020 | PA      | $208011.04    | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2236944 | PA      | $1904130.31   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2759668 | PA      | $2811712.26   | 0.10%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3724988.05   | 0.14%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1153527.20   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       596 | PA      | $613.11       | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                               | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1944186.65   | 0.07%             | 2028-04-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    769000 | PA      | $780009.77    | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8762451 | PA      | $8728259.66   | 0.32%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3139123.05   | 0.11%             | 2035-01-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                  | Ares European CLO XII DAC                                                        | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-CBDO         | CORP              | IE        |    262677 | PA      | $308027.35    | 0.01%             | 2032-04-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1486373.00   | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2476062 | PA      | $2609214.08   | 0.10%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34282.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109428 | PA      | $94873.73     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3523932 | PA      | $3329428.50   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     84970 | PA      | $47049.29     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |    146000 | NC      | $279.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1390723.04   | 0.05%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                  | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    245000 | PA      | $221463.10    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $493175.30    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                       | Province of British Columbia Canada                                              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3700000 | PA      | $2777618.74   | 0.10%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2795995.10   | 0.10%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1621149.84   | 0.06%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $218361.86    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae Trust 2004-W15                                                        | CUSIP: 31394BZ64<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |      9553 | PA      | $9830.17      | 0.00%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-532608.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $280962.11    | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3000283.45   | 0.11%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $205975.76    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $443612.40    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409YUT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7908 | PA      | $8259.52      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $700699.23    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -31 | NC      | $-3390.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146856.84    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $596794.28    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS HOCHTIEF AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $77543.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $771554.24    | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $356451.68    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4693735.00   | 0.17%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90326 | PA      | $86646.21     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | USD CALL VERSUS SEK PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   2792000 | NC      | $1357.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                 | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2355.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99827.86     | 0.00%             | 2027-09-13      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                                      | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    698498 | PA      | $701117.11    | 0.03%             | 2029-10-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    304602 | PA      | $315798.16    | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3443237.70   | 0.13%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                         | Argent Securities Trust 2006-W4                                                  | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538082 | PA      | $127574.28    | 0.00%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $246819.36    | 0.01%             | N/A             | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    337000 | PA      | $335600.84    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                 | ACHV ABS Trust 2024-3AL                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472541 | PA      | $476774.79    | 0.02%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   6300000 | PA      | $2024794.09   | 0.07%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    880000 | PA      | $904362.80    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4433.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1701938.69   | 0.06%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                            | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $523905.82    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882410 | PA      | $883181.10    | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    540000 | PA      | $553352.42    | 0.02%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    679000 | PA      | $726432.63    | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2111627.23   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41500.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                 | Jubilee CLO 2016-XVII DAC                                                        | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-CBDO         | CORP              | IE        |   1325301 | PA      | $1549486.28   | 0.06%             | 2031-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                             | F&G Global Funding                                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1143986.47   | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1414755.68   | 0.05%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16357.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1090653.56   | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3536457.75   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688883.58    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1                    | CUSIP: 86359YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757171 | PA      | $731327.90    | 0.03%             | 2036-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | JAPAN 10Y BOND(OSE)                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -17 | NC      | $147759.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399770 | PA      | $2307731.15   | 0.08%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1400000 | PA      | $1440528.32   | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7499556.00   | 0.27%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                             | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1587929.37   | 0.06%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    370000 | PA      | $69967.00     | 0.00%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  14200000 | PA      | $10878708.05  | 0.40%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HPVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919215 | PA      | $881746.75    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2417417 | PA      | $2236037.35   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5045.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1623844.64   | 0.06%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1200494.40   | 0.04%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-42517.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2128677.16   | 0.08%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246212.50    | 0.01%             | 2026-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-2                                                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39980 | PA      | $36178.16     | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $377954.06    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $904072.75    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45769.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2513906 | PA      | $2519216.73   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5640593.40   | 0.21%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2089679 | PA      | $2140700.45   | 0.08%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   8000000 | PA      | $400308.11    | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991932.50    | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                            | SVB Financial Trust                                                              | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2953 | NS      | $1609385.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $43822.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6429824 | PA      | $5884961.51   | 0.21%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248821 | PA      | $1121454.80   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Optimum Fund Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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