# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070038
**Filing Date:** 2023-3
**Character Count:** 809118
**Document Hash:** 68ab92ba3310dcf7ab673d4e1aceb9f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070038.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070038

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768959

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

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

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

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000001589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004307 | Class Y      | RFCYX           |
| C000066911 | Class A      | RFDAX           |
| C000066912 | Class C      | RFCCX           |
| C000066913 | Class S      | RFCTX           |
| C000166202 | Class R6     | RSBRX           |
| C000178355 | Class M      | RSYTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

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

- **b. EDGAR series identifier (if any):** S000001589

- **c. LEI of Series:** XI1M1CDVRC8YNT0B5804

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2668231089.56

**Total Liabilities:** $62676059.47

**Net Assets:** $2605555030.09

**Delayed Delivery Securities:** $830000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1467.85000000 | **1-Year:** -68583.18000000 | **5-Year:** -144993.94000000 | **10-Year:** -174664.67000000 | **30-Year:** -88968.78000000

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

- **3-Month:** -286.67000000 | **1-Year:** -9661.91000000 | **5-Year:** -3146.71000000 | **10-Year:** -22436.21000000 | **30-Year:** -11868.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004307 | 3.52%                | -0.28%               | 3.34%                |
| Class ID C000166202 | 3.52%                | -0.18%               | 3.34%                |
| Class ID C000066911 | -0.45%               | -4.00%               | -0.53%               |
| Class ID C000066913 | 3.45%                | -0.31%               | 3.40%                |
| Class ID C000178355 | 3.58%                | -0.29%               | 3.29%                |
| Class ID C000066912 | 3.42%                | -0.38%               | 3.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-100248613.67           | $163882634.15                              |
| Month 2  | $-2348957.65             | $-3175841.28                               |
| Month 3  | $-748809.63              | $60935565.76                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      710000 | PA      | $674027.78    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133AKPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18701003 | PA      | $15785693.72  | 0.61%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      530000 | PA      | $518287.33    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3946000 | PA      | $3135215.34   | 0.12%             | 2032-11-02      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      230000 | PA      | $245956.25    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $837177.92    | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07122685 IRS PLN R V 06MWIBOR 2071226858_FLO CCPVANILLA / Short: B07122685 IRS PLN P F  5.49500 2071226858_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4300000 | OU      | $-2598.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      320000 | PA      | $327095.52    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      570000 | PA      | $404919.11    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9950000 | PA      | $9281484.38   | 0.36%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $50748.83     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                               | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154156.80    | 0.01%             | 2025-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      270000 | PA      | $248351.39    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      310000 | PA      | $288174.73    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                                                                              | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     1963000 | PA      | $1933341.17   | 0.07%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      800000 | PA      | $611717.13    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                                                               | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $335312.19    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                          | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3530000 | PA      | $3484457.18   | 0.13%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                             | Astrazeneca Finance LLC                                                                                                                    | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     3533000 | PA      | $3191478.74   | 0.12%             | 2026-05-28      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      540000 | PA      | $530749.58    | 0.02%             | 2025-06-16      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      390000 | PA      | $397479.46    | 0.02%             | 2051-10-01      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Berry Petroleum Co LLC                                                                              | Berry Petroleum Co LLC                                                                                                                     | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |      540000 | PA      | $517016.98    | 0.02%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      940000 | PA      | $912489.32    | 0.04%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6087000 | PA      | $3576825.84   | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail-UK 2007-6nc PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800IIPOCPT94J7N57 | Long             | ABS-MBS          | CORP              | GB        |     2050171 | PA      | $2456982.56   | 0.09%             | 2045-09-13      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18929.78     | 0.00%             | 2027-06-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC                                                           | Warwick Finance Residential Mortgages Number Three PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800JVKL1PIG7KRI38 | Long             | ABS-MBS          | CORP              | GB        |     2575353 | PA      | $3134395.45   | 0.12%             | 2049-12-21      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS075747 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS075747 CDS USD P F  5.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1520000 | OU      | $-41850.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                                    | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66531.09     | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                                                                                      | Ohio Edison Co                                                                                                                             | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $290009.45    | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4381000 | PA      | $3771938.31   | 0.14%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07900983 IRS PLN R V 06MWIBOR 2079009830_FLO CCPVANILLA / Short: B07900983 IRS PLN P F  4.95000 2079009830_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    16600000 | OU      | $58666.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                                                     | Cameron LNG LLC                                                                                                                            | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      130000 | PA      | $110801.24    | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      320000 | PA      | $312475.77    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $134827.25    | 0.01%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| WACHOVIA CORP                                                                                       | Wachovia Corp                                                                                                                              | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3040000 | PA      | $3124411.19   | 0.12%             | 2035-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3297000 | PA      | $2955065.03   | 0.11%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |           1 | NC      | $162113.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stratton Mortgage Funding PLC                                                                       | Stratton Mortgage Funding 2021-3 PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800RD387GK4RCBL05 | Long             | ABS-MBS          | CORP              | GB        |     5082584 | PA      | $6216082.83   | 0.24%             | 2043-12-12      | Floating      | 4.09%                 | Yes           | 2                  | On Loan: No      |
| Safeway Inc                                                                                         | Safeway Inc                                                                                                                                | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      356000 | PA      | $362073.36    | 0.01%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MERCADOLIBRE INC                                                                                    | MercadoLibre Inc                                                                                                                           | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      230000 | PA      | $208152.30    | 0.01%             | 2026-01-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                                                                                         | CUSIP: 31282YC49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7508 | PA      | $1288.17      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $424722.51    | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      830000 | PA      | $811465.95    | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      140000 | PA      | $120950.47    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1510000 | PA      | $1223100.00   | 0.05%             | 2026-08-21      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      230000 | PA      | $194756.69    | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      281000 | PA      | $269712.23    | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3101954.62   | 0.12%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      320000 | PA      | $338234.85    | 0.01%             | 2029-12-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $315125.73    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                                                                              | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      230000 | PA      | $155162.60    | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                                        | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      270000 | PA      | $292791.60    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Hospitality Mortgage Trust                                                                          | HPLY Trust 2019-HIT                                                                                                                        | CUSIP: 40443RAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3538985 | PA      | $3392412.37   | 0.13%             | 2036-11-15      | Floating      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4020000 | PA      | $2601871.36   | 0.10%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Brookfield Finance Inc                                                                              | Brookfield Finance Inc                                                                                                                     | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2711000 | PA      | $2368620.84   | 0.09%             | 2047-09-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                                                                               | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279227.42    | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                                                                                 | Fortive Corp                                                                                                                               | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     3263000 | PA      | $3093973.92   | 0.12%             | 2026-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Mid-State Trust                                                                                     | Mid-State Capital Corp 2005-1 Trust                                                                                                        | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      542166 | PA      | $534517.64    | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1290792.28   | 0.05%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HSBC USA Inc                                                                                        | HSBC USA Inc                                                                                                                               | CUSIP: 760719BH6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2480679.54   | 0.10%             | 2097-07-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      331000 | PA      | $329613.87    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-4 UK DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     1636679 | PA      | $1901510.92   | 0.07%             | 2031-08-17      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     3162000 | PA      | $2776917.57   | 0.11%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      180000 | PA      | $149597.06    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2356794 | PA      | $2341065.31   | 0.09%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-292.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIDELITY & GUARANTY LIFE                                                                            | Fidelity & Guaranty Life Holdings Inc                                                                                                      | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149014.27    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      800000 | PA      | $816474.18    | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      928000 | PA      | $889544.81    | 0.03%             | 2024-08-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      330000 | PA      | $291983.92    | 0.01%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Nuveen LLC                                                                                          | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $260093.00    | 0.01%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2021-4                                                                                                              | CUSIP: 81748WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8469098 | PA      | $7698843.08   | 0.30%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1064362.21   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268843 | PA      | $273382.65    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      940000 | PA      | $931483.04    | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14205.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      260000 | PA      | $207650.32    | 0.01%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Sungard Availability Services Capital, Inc.                                                         | Sungard Availability Services                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9557 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-24081.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                              | Chesapeake Energy Corp                                                                                                                     | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1105122.76   | 0.04%             | 2026-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-92352.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                                                                            | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      219000 | PA      | $234490.97    | 0.01%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                                                                               | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $919979.20    | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1020294.11   | 0.04%             | 2024-09-08      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $366599.12    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138405.53    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                                                                               | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7964374 | PA      | $7317509.63   | 0.28%             | 2047-04-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                                                                                     | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     3195000 | PA      | $3103326.79   | 0.12%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                                                                                 | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      110000 | PA      | $84648.53     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      590000 | PA      | $474770.78    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7109383 | PA      | $6625154.39   | 0.25%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3102624.92   | 0.12%             | 2026-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade RE 2021-3 Ltd                                                                                                                   | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2959000 | PA      | $2731797.03   | 0.10%             | 2031-09-25      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                              | Extra Space Storage LP                                                                                                                     | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      500000 | PA      | $463401.58    | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      280000 | PA      | $258238.40    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                                                                                 | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1623647.58   | 0.06%             | 2024-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                                                                               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $276978.60    | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                               | Owl Rock Capital Corp                                                                                                                      | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     4137000 | PA      | $3429869.17   | 0.13%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2194899 | PA      | $2168363.61   | 0.08%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54578.18     | 0.00%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Ford Holdings LLC                                                                                   | Ford Holdings LLC                                                                                                                          | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      266000 | PA      | $305235.00    | 0.01%             | 2030-03-01      | Fixed         | 9.30%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      360000 | PA      | $296315.70    | 0.01%             | 2041-10-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      660000 | PA      | $707689.05    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                                                                   | Xerox Corp                                                                                                                                 | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      455000 | PA      | $310573.85    | 0.01%             | 2035-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                                                                                   | CPPIB Capital Inc                                                                                                                          | CUSIP: 22411VAY4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     3700000 | PA      | $3669765.78   | 0.14%             | 2024-10-21      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                                                                            | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515713 | PA      | $461009.52    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                             | Kite Realty Group Trust                                                                                                                    | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              |  | US        |     3259000 | PA      | $3122142.76   | 0.12%             | 2025-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED SEK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-104795.59   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                                            | Banque Ouest Africaine de Developpement                                                                                                    | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |     3781000 | PA      | $3163452.62   | 0.12%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1070000 | PA      | $1026887.71   | 0.04%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                              | Barrick North America Finance LLC                                                                                                          | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $355442.19    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      231000 | PA      | $224593.31    | 0.01%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                                                                               | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132149.74    | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      410000 | PA      | $397285.12    | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                                                     | AstraZeneca PLC                                                                                                                            | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     3576000 | PA      | $3190752.91   | 0.12%             | 2026-04-08      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      448086 | PA      | $415443.95    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      110000 | PA      | $97417.75     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                                                                                   | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      580000 | PA      | $424213.75    | 0.02%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13837000 | PA      | $12227367.80  | 0.47%             | 2027-03-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                                              | PG&E Wildfire Recovery Funding LLC                                                                                                         | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $315142.31    | 0.01%             | 2041-06-01      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Aegon NV                                                                                            | Aegon NV                                                                                                                                   | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |     3328000 | PA      | $3171813.53   | 0.12%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                                                | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $3199775.66   | 0.12%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320070 IRS BRL R F 13.50500 2073200704_FIX CCPNDFPREDISWAP / Short: S07320070 IRS BRL P V 00MBRCDI 2073200704_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11531912 | OU      | $40006.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2396563 | PA      | $2306179.33   | 0.09%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298993 | PA      | $264462.33    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22870000 | PA      | $22210700.90  | 0.85%             | 2024-03-31      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1224578.15   | 0.05%             | 2024-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      380000 | PA      | $324867.59    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      570652 | PA      | $550728.58    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $54678.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      530000 | PA      | $503752.41    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                            | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2530000 | PA      | $2416124.70   | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $357642.78    | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                                        | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |      420000 | PA      | $305572.19    | 0.01%             | 2044-09-17      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC STORAGE                                                                                      | Public Storage                                                                                                                             | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     3070000 | PA      | $2768943.98   | 0.11%             | 2026-02-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      370000 | PA      | $357045.86    | 0.01%             | 2030-04-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Methanex Corp                                                                                       | Methanex Corp                                                                                                                              | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      193000 | PA      | $158621.36    | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      690000 | PA      | $573086.76    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      670000 | PA      | $642661.33    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| US AIRWAYS 2013-1A PTT                                                                              | US Airways 2013-1 Class A Pass Through Trust                                                                                               | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      457146 | PA      | $423499.87    | 0.02%             | 2025-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                                                                                         | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1181427.13   | 0.05%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3766000 | PA      | $3528372.14   | 0.14%             | 2024-09-10      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| HERSHEY COMPANY                                                                                     | Hershey Co/The                                                                                                                             | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      350000 | PA      | $291865.37    | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      363000 | PA      | $253410.81    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                                                                          | CUSIP: 07876AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2279000 | PA      | $2155659.38   | 0.08%             | 2031-06-25      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1580279.91   | 0.06%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| RANGE RESOURCES CORP                                                                                | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30841.20     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                                                                                       | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2867000 | PA      | $2642399.22   | 0.10%             | 2025-11-24      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-1 Ltd                                                                                                                         | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1372184 | PA      | $1369704.08   | 0.05%             | 2033-07-25      | Floating      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      530000 | PA      | $495115.78    | 0.02%             | 2026-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133A3PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2998822 | PA      | $2653523.17   | 0.10%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2017-13 Ltd                                                                                                                        | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     1950000 | PA      | $1931001.15   | 0.07%             | 2030-07-15      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7403355 | PA      | $6865331.14   | 0.26%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51564.32     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $71590.86     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      830000 | PA      | $785454.00    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                                                                            | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     3024000 | PA      | $2729801.33   | 0.10%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      310000 | PA      | $302085.01    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      280000 | PA      | $268595.60    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Provincia de Cordoba                                                                                | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      420000 | PA      | $361839.29    | 0.01%             | 2025-12-10      | Variable      | 6.88%                 | Yes           | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                                                                              | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2721853.19   | 0.10%             | 2024-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $336050.72    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE LONDON                                                                              | Credit Agricole SA/London                                                                                                                  | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2707000 | PA      | $2628398.93   | 0.10%             | 2024-10-04      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                  | AmFam Holdings Inc                                                                                                                         | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $256300.67    | 0.01%             | 2051-03-11      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-30296.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15941.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      690000 | PA      | $499388.68    | 0.02%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                               | Molson Coors Beverage Co                                                                                                                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      160000 | PA      | $133990.04    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      491144 | PA      | $455925.02    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                                                                                      | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2644995.46   | 0.10%             | 2025-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $188991.69    | 0.01%             | 2033-08-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      130000 | PA      | $121973.97    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                                                             | United Airlines 2020-1 Class B Pass Through Trust                                                                                          | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470275 | PA      | $458254.96    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7988.90      | 0.00%             | 2047-02-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                                                                                    | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     2934000 | PA      | $2877369.69   | 0.11%             | 2025-01-28      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                                                                   | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $167400.00    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      180000 | PA      | $152145.48    | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       70000 | PA      | $50001.74     | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277644 | PA      | $257374.48    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1935 | NC      | $4744803.22   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3133TPGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3396 | PA      | $242.75       | 0.00%             | 2030-08-15      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16146900 | PA      | $12137296.79  | 0.47%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $425659.50    | 0.02%             | 2025-01-31      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      900000 | PA      | $633026.42    | 0.02%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $184054.55    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                                 | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $9.88         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      590000 | PA      | $420441.72    | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      560000 | PA      | $565499.20    | 0.02%             | 2025-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144984.95    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                                                                                    | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $417826.78    | 0.02%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1595637.57   | 0.06%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                                                                            | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      370000 | PA      | $250330.79    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      330000 | PA      | $326253.41    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SITIOS LATINOAMERICA                                                                                | Sitios Latinoamerica SAB de CV                                                                                                             | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3373000 | PA      | $3145322.50   | 0.12%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3796000 | PA      | $3219927.09   | 0.12%             | 2029-08-17      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      320000 | PA      | $303577.60    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond - WI Reopening                                                                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2470000 | PA      | $2552590.63   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $54877.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6127000 | PA      | $6913457.92   | 0.27%             | 2031-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3778.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                             | KeyCorp                                                                                                                                    | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       22475 | NS      | $576034.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-23020.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5572000 | PA      | $6525987.36   | 0.25%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2602578.92   | 0.10%             | 2024-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      270000 | PA      | $262201.36    | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      690000 | PA      | $593572.50    | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CBL & Associates LP                                                                                 | CBL & Associates LP                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $0.00         | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Halliburton Co                                                                                      | Halliburton Co                                                                                                                             | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85622.27     | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                                 | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209788.00    | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| DAE FUNDING LLC                                                                                     | DAE Funding LLC                                                                                                                            | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $472178.82    | 0.02%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| Cimarex Energy Co                                                                                   | Cimarex Energy Co                                                                                                                          | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |      500000 | PA      | $398174.70    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      950000 | PA      | $942118.05    | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CORE 2019-CORE MORTGAGE TRUST                                                                       | CORE 2019-CORE Mortgage Trust                                                                                                              | CUSIP: 21871FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5704000 | PA      | $5324119.87   | 0.20%             | 2031-12-15      | Floating      | 6.11%                 | Yes           | 2                  | On Loan: No      |
| GFL Environmental Inc.                                                                              | GFL Environmental Inc. 2020 Term Loan                                                                                                      | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |       74586 | PA      | $74710.11     | 0.00%             | 2025-05-30      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447790.50    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      860000 | PA      | $818965.40    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                               | American Homes 4 Rent LP                                                                                                                   | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     3981000 | PA      | $3249198.65   | 0.12%             | 2031-07-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                             | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166312.68    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      212000 | PA      | $200652.51    | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      210000 | PA      | $175320.48    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06839969 IRS BRL R F 13.40500 2068399692_FIX CCPNDFPREDISWAP / Short: S06839969 IRS BRL P V 00MBRCDI 2068399692_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    24289533 | OU      | $73564.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $197562.19    | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82800000 | PA      | $82091671.67  | 3.15%             | 2023-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      794000 | PA      | $656876.03    | 0.03%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      110000 | PA      | $104883.57    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      330000 | PA      | $305453.83    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1105856 | PA      | $1020182.49   | 0.04%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                                            | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     4600000 | PA      | $4655752.09   | 0.18%             | 2024-11-19      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2243000 | PA      | $2754637.59   | 0.11%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2817000 | PA      | $2662579.07   | 0.10%             | 2026-11-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      450000 | PA      | $412541.54    | 0.02%             | 2025-09-01      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Sabra Health Care LP                                                                                | Sabra Health Care LP                                                                                                                       | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     3498000 | PA      | $3383247.27   | 0.13%             | 2026-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $126166.59    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31359QYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3629 | PA      | $155.92       | 0.00%             | 2027-05-18      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      232354 | PA      | $243401.78    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      320000 | PA      | $278500.61    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FXNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4231271 | PA      | $473259.99    | 0.02%             | 2050-11-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61858.87     | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      290000 | PA      | $258623.84    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                                                                              | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     2906000 | PA      | $2726230.34   | 0.10%             | 2024-08-09      | Fixed         | 0.70%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1349056.90   | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                              | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      730000 | PA      | $712795.17    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                                            | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      910000 | PA      | $892548.33    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                                                                                     | CUSIP: 156686AM9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      253000 | PA      | $204930.00    | 0.01%             | 2028-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      520000 | PA      | $408300.31    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      969974 | PA      | $902027.94    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B06667943 CDS USD R V 03MEVENT 2066679434_PRO CCPCDX / Short: B06667943 CDS USD P F  1.00000 2066679434_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2890000 | OU      | $147643.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman CLO XV                                                                                                                    | CUSIP: 64129KBE6<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |    10780838 | PA      | $10694256.71  | 0.41%             | 2029-10-15      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      330000 | PA      | $364650.00    | 0.01%             | 2027-12-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2696000 | PA      | $3066597.66   | 0.12%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311811.00    | 0.01%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2807000 | PA      | $2637394.88   | 0.10%             | 2024-07-31      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      938000 | PA      | $921561.73    | 0.04%             | 2028-08-08      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                                                                          | Mattel Inc                                                                                                                                 | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      353000 | PA      | $327760.50    | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     4953000 | PA      | $4834128.00   | 0.19%             | 2024-06-20      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Funding                                                                         | Towd Point Mortgage Funding 2019-Auburn 13 PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-MBS          | CORP              | GB        |     1506000 | PA      | $1827547.63   | 0.07%             | 2045-07-20      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48243.77     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-80311.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $284414.09    | 0.01%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14882000 | PA      | $14167547.77  | 0.54%             | 2024-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223319 CDS USD R V 03MEVENT 2072233195_PRO CCPCDX / Short: B07223319 CDS USD P F  1.00000 2072233195_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      865000 | OU      | $44190.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                                                               | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      240000 | PA      | $197949.98    | 0.01%             | 2031-02-09      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2653000 | PA      | $2334554.44   | 0.09%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of Colombia                                                                                | Colombia Government International Bond                                                                                                     | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $344233.48    | 0.01%             | 2024-02-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      390000 | PA      | $295893.97    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1826000 | PA      | $1304092.11   | 0.05%             | 2050-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     4240000 | PA      | $3842500.00   | 0.15%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75745 | PA      | $79564.10     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                                                                                    | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150811.59    | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     3000000 | PA      | $2736256.56   | 0.11%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60739.35     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5268000 | PA      | $4281136.60   | 0.16%             | 2039-09-13      | Variable      | 3.74%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3971000 | PA      | $3568774.91   | 0.14%             | 2026-09-11      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      190000 | PA      | $141169.55    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      660000 | PA      | $549634.29    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                                                                             | Laboratory Corp of America Holdings                                                                                                        | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     2636000 | PA      | $2568516.92   | 0.10%             | 2024-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $637175.00    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                                                                             | CUSIP: 05971U2A4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2751000 | PA      | $2629014.36   | 0.10%             | 2025-01-11      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $349481.56    | 0.01%             | 2027-03-08      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                                                                                  | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      160000 | PA      | $195468.10    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      310000 | PA      | $303617.10    | 0.01%             | 2024-01-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1070000 | PA      | $808926.27    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade RE 2021-3 Ltd                                                                                                                   | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7422000 | PA      | $7178454.49   | 0.28%             | 2031-09-25      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL CORPORATION                                                                              | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AA0<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30714.60     | 0.00%             | 2029-05-01      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                                            | Corporate Office Properties LP                                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     4032000 | PA      | $3197112.91   | 0.12%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -42 | NC      | $-116744.53   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7770000 | PA      | $5051011.27   | 0.19%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                                              | Amur Equipment Finance Receivables XI LLC                                                                                                  | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     5159000 | PA      | $5129722.16   | 0.20%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                                                                              | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      459178 | PA      | $422123.84    | 0.02%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                                                            | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $955402.05    | 0.04%             | 2031-10-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 24 Ltd                                                                                                  | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |     2259917 | PA      | $2244032.03   | 0.09%             | 2030-04-19      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10574000 | PA      | $8872659.90   | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $145865.16    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22170200 | PA      | $23323743.22  | 0.90%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                             | National Bank of Canada                                                                                                                    | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      295000 | PA      | $277844.15    | 0.01%             | 2024-08-06      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                                | BX Commercial Mortgage Trust 2019-XL                                                                                                       | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2398700 | PA      | $2353522.16   | 0.09%             | 2036-10-15      | Floating      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      560000 | PA      | $504557.17    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                               | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |       93000 | PA      | $77361.18     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS074344 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS074344 CDS USD P F  5.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3135330 | OU      | $-124673.26   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      780000 | PA      | $646809.69    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111970 | PA      | $114105.01    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      503257 | PA      | $464268.83    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105916 | PA      | $111829.73    | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nomura Resecuritization Trust                                                                       | Nomura Resecuritization Trust 2015-11R                                                                                                     | CUSIP: 65541HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1076113 | PA      | $1057507.14   | 0.04%             | 2036-05-26      | Variable      | 3.30%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      513330 | PA      | $507201.49    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9821.94      | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15279000 | PA      | $14134268.60  | 0.54%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2075403 | PA      | $1902339.23   | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $37756.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      761000 | PA      | $939835.00    | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3476000 | PA      | $3190329.84   | 0.12%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $284942.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157043.15    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      610000 | PA      | $475611.24    | 0.02%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $208443.90    | 0.01%             | 2024-06-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      290000 | PA      | $288717.08    | 0.01%             | 2023-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $319736.27    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                            | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3157274.14   | 0.12%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15762000 | PA      | $14999143.79  | 0.58%             | 2024-08-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Greenwood Park CLO, Ltd                                                                             | Greenwood Park CLO Ltd                                                                                                                     | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3133000 | PA      | $3098715.58   | 0.12%             | 2031-04-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      375000 | PA      | $345937.50    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                                            | CenterPoint Energy Houston Electric LLC                                                                                                    | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      430000 | PA      | $407749.07    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                                                                               | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      300000 | PA      | $267000.00    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     1421192 | PA      | $1673331.63   | 0.06%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                                                                                       | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $793173.84    | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                                                                                                      | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      840000 | PA      | $801159.20    | 0.03%             | 2027-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126026 | PA      | $132101.58    | 0.01%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                                                                   | EOG Resources Inc                                                                                                                          | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      490000 | PA      | $488506.65    | 0.02%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1309 | NC      | $9530969.71   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1450570.11   | 0.06%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                                                                                          | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      118000 | PA      | $105126.20    | 0.00%             | 2036-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103898.45    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS074161 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS074161 CDS USD P F  1.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6577000 | OU      | $-95800.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                                                | Colombia Government International Bond                                                                                                     | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      320000 | PA      | $243426.84    | 0.01%             | 2044-02-26      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1978816 | PA      | $2395116.14   | 0.09%             | 2067-12-16      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      380000 | PA      | $368840.32    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                                    | CUSIP: 05969LAA9<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |     3195000 | PA      | $3152197.45   | 0.12%             | 2024-06-06      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                                            | Teachers Insurance & Annuity Association of America                                                                                        | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192663.76    | 0.01%             | 2054-09-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                                            | American Transmission Systems Inc                                                                                                          | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $297939.87    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $409091.37    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7822000 | PA      | $7290348.44   | 0.28%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      320000 | PA      | $286400.00    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $559377.71    | 0.02%             | 2026-06-09      | Fixed         | 2.22%                 | Yes           | 2                  | On Loan: No      |
| Aon Corp                                                                                            | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1150587.50   | 0.04%             | 2027-01-01      | Fixed         | 8.21%                 | No            | 2                  | On Loan: No      |
| Target Corp                                                                                         | Target Corp                                                                                                                                | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      310000 | PA      | $295567.25    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      572000 | PA      | $577982.94    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      142000 | PA      | $137664.74    | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101116.84    | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                                                                                   | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     3220000 | PA      | $3193665.10   | 0.12%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                                               | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2999000 | PA      | $2864402.39   | 0.11%             | 2047-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                                                                                      | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56915.72     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      980000 | PA      | $841354.50    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $594630.68    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13581000 | PA      | $11867990.31  | 0.46%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      540000 | PA      | $495802.77    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461759.37    | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                                                                               | Reynolds American Inc                                                                                                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      310000 | PA      | $283265.76    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     3012000 | PA      | $2726556.53   | 0.10%             | 2026-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                                                                            | CUSIP: 46649TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104950 | PA      | $96644.71     | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1071084 | PA      | $995714.41    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                                                                                         | CUSIP: 31282YCG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5824 | PA      | $645.67       | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                                                                              | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $802000.21    | 0.03%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      130000 | PA      | $119335.40    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-871.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806556 | PA      | $748792.60    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                                                | EnLink Midstream LLC                                                                                                                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      640000 | PA      | $625600.00    | 0.02%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2396563 | PA      | $2308549.29   | 0.09%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                                              | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      915000 | PA      | $808495.90    | 0.03%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      927000 | PA      | $832083.63    | 0.03%             | 2026-01-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      216000 | PA      | $200726.64    | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6078000 | PA      | $6287094.05   | 0.24%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| CLOROX COMPANY                                                                                      | Clorox Co/The                                                                                                                              | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $495139.59    | 0.02%             | 2030-05-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2010000 | PA      | $1936806.67   | 0.07%             | 2028-04-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      230000 | PA      | $188145.06    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06542638 IRS BRL R F 11.39500 2065426389_FIX CCPNDFPREDISWAP / Short: S06542638 IRS BRL P V 00MBRCDI 2065426389_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15385713 | OU      | $-101768.02   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORP                                                                                   | Lam Research Corp                                                                                                                          | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      210000 | PA      | $151451.25    | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      461097 | PA      | $407613.54    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19772000 | PA      | $19370836.01  | 0.74%             | 2034-08-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      540000 | PA      | $518174.40    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1806000 | PA      | $1760868.06   | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      220000 | PA      | $207593.63    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                                                                                 | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     3195000 | PA      | $2481571.74   | 0.10%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       70000 | PA      | $52046.92     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                                                                            | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2750000 | PA      | $2659742.25   | 0.10%             | 2031-08-21      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                                                            | Visa Inc                                                                                                                                   | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      140000 | PA      | $111923.90    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100741.92    | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      529000 | PA      | $484161.96    | 0.02%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                                   | DISH Network Corp                                                                                                                          | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1185920.00   | 0.05%             | 2024-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1211342.43   | 0.05%             | 2024-02-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                                                            | Liberty Mutual Group Inc                                                                                                                   | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      218000 | PA      | $242729.38    | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19348229 | PA      | $19421856.36  | 0.75%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $-2945.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                                                                              | CUSIP: 902674XN5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $324727.80    | 0.01%             | 2048-06-26      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                                                                                         | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3798000 | PA      | $3494712.99   | 0.13%             | 2034-04-25      | Floating      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1165809.66   | 0.04%             | 2026-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6382493 | PA      | $5874240.63   | 0.23%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      371000 | PA      | $304706.01    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      358784 | PA      | $333981.85    | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $228112.08    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AIR LIQUIDE FINANCE                                                                                 | Air Liquide Finance SA                                                                                                                     | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     2924000 | PA      | $2734173.92   | 0.10%             | 2026-09-27      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                                                                            | CUSIP: 988498AJ0<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      379000 | PA      | $375282.01    | 0.01%             | 2023-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                                                                   | EOG Resources Inc                                                                                                                          | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10336.92     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                                                                               | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              |  | US        |      440000 | PA      | $383900.00    | 0.01%             | 2024-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36000000 | PA      | $36582187.32  | 1.40%             | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $60870.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      680000 | PA      | $579322.81    | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      155000 | PA      | $172437.50    | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                                                                                        | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     5953000 | PA      | $5894942.77   | 0.23%             | 2034-04-25      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                                                                                         | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $3226895.72   | 0.12%             | 2032-11-22      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      510000 | PA      | $494608.17    | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11330.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   192568400 | PA      | $9393215.96   | 0.36%             | 2024-09-12      | Fixed         | 7.19%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $35611.10     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2691000 | PA      | $2593339.01   | 0.10%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2748768.57   | 0.11%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      340000 | PA      | $401607.31    | 0.02%             | 2030-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      260000 | PA      | $243255.23    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                            | Crown Cork & Seal Co Inc                                                                                                                   | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |      356000 | PA      | $371872.26    | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                              | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                                                                                | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      373645 | PA      | $366691.20    | 0.01%             | 2027-11-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                                                            | Visa Inc                                                                                                                                   | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      110000 | PA      | $95951.00     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                                                                             | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     3257000 | PA      | $3089818.19   | 0.12%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5455592 | PA      | $4851055.86   | 0.19%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $214306.35    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                            | New York Life Global Funding                                                                                                               | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      330000 | PA      | $330930.91    | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      150000 | PA      | $171749.96    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $243837.29    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                                                            | Endeavor Energy Resources LP / EER Finance Inc                                                                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $117600.00    | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71967.91     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $198500.00    | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2169963.55   | 0.08%             | 2025-09-27      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      640000 | PA      | $569571.09    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                                                               | American Airlines Inc                                                                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1291143.80   | 0.05%             | 2025-07-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $23486.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nyack Park CLO, Ltd.                                                                                | NYACK Park CLO Ltd                                                                                                                         | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | PA      | $8882577.00   | 0.34%             | 2034-10-20      | Floating      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4874000 | PA      | $4207252.01   | 0.16%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                                                                          | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     4493000 | PA      | $4384464.85   | 0.17%             | 2031-06-25      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3000000 | PA      | $2721624.06   | 0.10%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                                               | Nederlandse Waterschapsbank NV                                                                                                             | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     3029000 | PA      | $3277237.88   | 0.13%             | 2023-04-14      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re III Ltd                                                                                                                         | CUSIP: 67400KAB6<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |     3731065 | PA      | $3725171.35   | 0.14%             | 2029-07-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                                                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $40579.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190853.55    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130387 | PA      | $132665.19    | 0.01%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1012 | NC      | $-543547.68   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                                             | Sun Communities Operating LP                                                                                                               | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     3939000 | PA      | $3242907.36   | 0.12%             | 2031-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RHX3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1345574.95   | 0.05%             | 2028-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96280.80     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25177.75     | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                                                                               | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      330000 | PA      | $227679.57    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $724542.43    | 0.03%             | 2026-11-21      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06770990 IRS BRL R F 12.93000 2067709903_FIX CCPNDFPREDISWAP / Short: S06770990 IRS BRL P V 00MBRCDI 2067709903_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9031227 | OU      | $7460.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                                            | Anheuser-Busch InBev Worldwide Inc                                                                                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      520000 | PA      | $557713.28    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      410000 | PA      | $347037.09    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                                                                                       | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      398000 | PA      | $396010.00    | 0.02%             | 2024-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      570000 | PA      | $478577.19    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      380000 | PA      | $260950.99    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     4442818 | PA      | $4243126.51   | 0.16%             | 2044-06-12      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07900042 IRS CAD R V 03MCDOR 2079000424_FLO CCPVANILLA / Short: B07900042 IRS CAD P F  3.13520 2079000424_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9600000 | OU      | $106673.74    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      370000 | PA      | $271780.94    | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                                                                                        | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      340000 | PA      | $270277.94    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      344000 | PA      | $292479.12    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                                          | Nexstar Broadcasting, Inc. 2019 Term Loan B4                                                                                               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      444738 | PA      | $444551.05    | 0.02%             | 2026-09-18      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      860000 | PA      | $814850.00    | 0.03%             | 2023-12-11      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38463.78     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1780000 | PA      | $1834806.20   | 0.07%             | 2025-12-23      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                                                                                        | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      110000 | PA      | $85650.44     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      547000 | PA      | $527027.37    | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                                                | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $272120.96    | 0.01%             | 2049-03-19      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                                                                             | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     4263000 | PA      | $3205970.82   | 0.12%             | 2033-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                                                                           | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3781908 | PA      | $3081844.20   | 0.12%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                                                                                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11123000 | PA      | $11012172.65  | 0.42%             | 2039-03-19      | Floating      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-7                                                                                                            | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15866278 | PA      | $14317513.80  | 0.55%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       90000 | PA      | $70335.88     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                                                              | Verscend Holding Corp. 2021 Term Loan B                                                                                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      313936 | PA      | $313037.80    | 0.01%             | 2025-08-27      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                                                                                   | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      565000 | PA      | $410593.98    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $518260.75    | 0.02%             | 2026-02-01      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      470000 | PA      | $399542.38    | 0.02%             | 2048-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      450000 | PA      | $378162.68    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233780.00    | 0.01%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     2602000 | PA      | $2471639.80   | 0.09%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $271881.48    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3264000 | PA      | $2629365.96   | 0.10%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $75145.17     | 0.00%             | 2045-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $951807.67    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142509.00    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                                                                                  | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     3847000 | PA      | $3327653.11   | 0.13%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      540000 | PA      | $536547.72    | 0.02%             | 2025-01-10      | Fixed         | 4.71%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      180000 | PA      | $157194.15    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $303132.10    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      170000 | PA      | $148579.98    | 0.01%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                                                                                  | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      215000 | PA      | $219074.25    | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                                                                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      289000 | PA      | $261220.60    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      670000 | PA      | $597093.41    | 0.02%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07671397 IRS BRL R F 12.88000 2076713976_FIX CCPNDFPREDISWAP / Short: S07671397 IRS BRL P V 00MBRCDI 2076713976_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    19002871 | OU      | $13828.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216606.46    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      630000 | PA      | $576928.80    | 0.02%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                                                                    | Georgia Power Co                                                                                                                           | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3322000 | PA      | $3190664.26   | 0.12%             | 2024-09-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07859299 IRS EUR R V 06MEURIB 2078592993_FLO CCPVANILLA / Short: B07859299 IRS EUR P F  2.80820 2078592993_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9120000 | OU      | $60847.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $5366.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      379000 | PA      | $326842.02    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| AP MOLLER-MAERSK A/S                                                                                | AP Moller - Maersk A/S                                                                                                                     | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     3278000 | PA      | $3227940.22   | 0.12%             | 2029-06-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      130000 | PA      | $149175.00    | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                                   | CUSIP: 3837H2WC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9946 | PA      | $18.28        | 0.00%             | 2029-08-16      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      790000 | PA      | $845171.16    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                                                                  | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $38338.97     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2723250 | PA      | $309544.80    | 0.01%             | 2040-09-25      | Floating      | 2.09%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3513000 | PA      | $3494943.81   | 0.13%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                                                                             | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      140000 | PA      | $111649.29    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                                   | L3Harris Technologies Inc                                                                                                                  | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      660000 | PA      | $587326.97    | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7993000 | PA      | $7893056.33   | 0.30%             | 2037-05-15      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                                        | Genesee & Wyoming Inc. (New) Term Loan                                                                                                     | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      357997 | PA      | $357213.00    | 0.01%             | 2026-12-30      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                                                            | Andorra International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    13500000 | PA      | $11858635.67  | 0.46%             | 2031-05-06      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                                                                                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      437000 | PA      | $441107.80    | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      280000 | PA      | $244522.50    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      440000 | PA      | $367479.20    | 0.01%             | 2028-02-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $834895.07    | 0.03%             | 2042-08-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                                                                         | Prologis LP                                                                                                                                | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      530000 | PA      | $418708.38    | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-2051.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                                                                                   | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3491000 | PA      | $3386001.54   | 0.13%             | 2037-12-15      | Floating      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                                             | New York Life Insurance Co                                                                                                                 | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      320000 | PA      | $266914.97    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     3179479 | PA      | $3743564.04   | 0.14%             | 2044-06-12      | Floating      | 3.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                                                                                | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      485598 | PA      | $506823.50    | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                                                                             | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $70227.06     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                               | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      347000 | PA      | $272793.10    | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      334000 | PA      | $223831.37    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      960000 | PA      | $1043478.02   | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      497000 | PA      | $353073.77    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06712485 IRS BRL R F 12.73000 2067124855_FIX CCPNDFPREDISWAP / Short: S06712485 IRS BRL P V 00MBRCDI 2067124855_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12382718 | OU      | $-1346.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                                                | DH Europe Finance II Sarl                                                                                                                  | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     2992000 | PA      | $2690365.35   | 0.10%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                                             | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0DR6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     4770000 | PA      | $4778557.14   | 0.18%             | 2025-02-04      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                                                | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $312346.04    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                                   | Johnson & Johnson                                                                                                                          | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      260000 | PA      | $190536.78    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                                                                              | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4612000 | PA      | $3475100.49   | 0.13%             | 2037-04-10      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA CORP                                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86887.13     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      430000 | PA      | $409133.40    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      110000 | PA      | $80523.81     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $631190.91    | 0.02%             | 2025-04-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                                              | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |      750000 | PA      | $481875.00    | 0.02%             | 2065-12-21      | Variable      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2020-4 Ltd                                                                                                                   | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1403960 | PA      | $1411160.55   | 0.05%             | 2030-06-25      | Floating      | 8.11%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                                                                             | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      358000 | PA      | $316083.85    | 0.01%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                                   | CUSIP: 38379HZP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1124327 | PA      | $1070718.88   | 0.04%             | 2044-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $129443.05    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     3026000 | PA      | $2977616.26   | 0.11%             | 2024-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3355000 | PA      | $2597897.08   | 0.10%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                                                                                        | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114806.25    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      438701 | PA      | $408258.48    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAC9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $298228.41    | 0.01%             | 2025-08-08      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ESC LEHMAN BRTH HLDH PROD                                                                           | ESC LEHMAN BRTH HLDH PROD                                                                                                                  | CUSIP: 525ESC3F4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455448 | PA      | $1594.07      | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $579591.25    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FRESNILLO PLC                                                                                       | Fresnillo PLC                                                                                                                              | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $429702.46    | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      480000 | PA      | $447907.90    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175307.70    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                                                                            | TWDC Enterprises 18 Corp                                                                                                                   | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     2778000 | PA      | $3226338.89   | 0.12%             | 2032-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      920000 | PA      | $838947.46    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527832 | PA      | $533591.20    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24546.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      310000 | PA      | $242165.80    | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      670000 | PA      | $635527.09    | 0.02%             | 2026-01-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                                                                                   | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $116584.85    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                                                                             | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $163948.24    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1130000 | PA      | $900576.10    | 0.03%             | 2047-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2771000 | PA      | $2645300.54   | 0.10%             | 2025-10-30      | Fixed         | 2.41%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9319.06      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                                              | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     2929000 | PA      | $2681789.27   | 0.10%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8660000 | PA      | $7050796.12   | 0.27%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      270000 | PA      | $229587.69    | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39773.58     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S07900037 IRS AUD R F  3.92300 2079000378_FIX CCPVANILLA / Short: S07900037 IRS AUD P V 06MBBSW 2079000378_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    10600000 | OU      | $-121308.41   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86754.57     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75430 | PA      | $14227.67     | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      240000 | PA      | $218704.95    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140J8LP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98121 | PA      | $99316.72     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5308.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                                         | Bear Stearns ARM Trust 2004-5                                                                                                              | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131687 | PA      | $118183.88    | 0.00%             | 2034-07-25      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      240000 | PA      | $201930.00    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                  | AmFam Holdings Inc                                                                                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $357424.33    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                                                                                        | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     2797000 | PA      | $2624213.31   | 0.10%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $3874.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Main Street Capital Corp                                                                            | Main Street Capital Corp                                                                                                                   | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2626370.03   | 0.10%             | 2024-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31394GGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19813 | PA      | $4038.75      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                                                                             | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     1212000 | PA      | $1162460.52   | 0.04%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| UNEDIC                                                                                              | UNEDIC ASSEO                                                                                                                               | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     4400000 | PA      | $4780275.61   | 0.18%             | 2023-04-05      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                                             | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |      750000 | PA      | $498069.77    | 0.02%             | 2065-12-21      | Variable      | 6.54%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      590000 | PA      | $471269.11    | 0.02%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $347907.91    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2022-1 Ltd                                                                                                                   | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3523000 | PA      | $3279808.72   | 0.13%             | 2032-01-26      | Floating      | 8.01%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     2800000 | PA      | $2721600.00   | 0.10%             | 2024-04-13      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      530000 | PA      | $631685.85    | 0.02%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138549.99    | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      539000 | PA      | $566828.57    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BTP FUTURE MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -103 | NC      | $250295.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2578752.47   | 0.10%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| FORTINET INC                                                                                        | Fortinet Inc                                                                                                                               | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      330000 | PA      | $270958.89    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-669938.63   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      520000 | PA      | $500500.00    | 0.02%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      320000 | PA      | $310267.91    | 0.01%             | 2025-01-09      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396L4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9348 | PA      | $9287.23      | 0.00%             | 2036-12-25      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56515.15     | 0.00%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      220000 | PA      | $146428.04    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191967.45    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2246698.23   | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1875 | NC      | $3255013.48   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                            | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $166966.00    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1445000 | PA      | $1409744.07   | 0.05%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1076595 | PA      | $949836.86    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28644.38     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      180000 | PA      | $146488.01    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                                                                        | Navient Corp                                                                                                                               | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      460000 | PA      | $356549.03    | 0.01%             | 2033-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      210000 | PA      | $154832.99    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                                                                                         | CUSIP: 31282YC80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10124 | PA      | $1945.48      | 0.00%             | 2031-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3133TJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103892 | PA      | $4125.20      | 0.00%             | 2027-06-17      | Floating      | 2.54%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2017-I Ltd                                                                                                                    | CUSIP: 12551AAL9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |     3098614 | PA      | $3078618.74   | 0.12%             | 2029-04-23      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      340000 | PA      | $283931.21    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2942000 | PA      | $2910098.92   | 0.11%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2938 | PA      | $558.74       | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1082640.38   | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2021-3 LLC                                                                                                                            | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3839825 | PA      | $3607060.41   | 0.14%             | 2026-04-25      | Variable      | 1.87%                 | Yes           | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      450000 | PA      | $441611.15    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   122980000 | PA      | $5647750.42   | 0.22%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                               | Micron Technology Inc                                                                                                                      | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      350000 | PA      | $279323.21    | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     3291000 | PA      | $3131065.36   | 0.12%             | 2025-01-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $243085.66    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XLVIII Ltd                                                                                                            | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3863000 | PA      | $3835642.23   | 0.15%             | 2033-04-19      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63847.72     | 0.00%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3491364.47   | 0.13%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $145471.04    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                 | Kimco Realty OP LLC                                                                                                                        | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |      770000 | PA      | $618420.10    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                                                                               | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      117000 | PA      | $99150.07     | 0.00%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2998000 | PA      | $2795449.21   | 0.11%             | 2025-09-25      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                                                                                   | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      550000 | PA      | $461835.18    | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173651 | PA      | $174606.30    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      280000 | PA      | $278614.64    | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8156000 | PA      | $7253742.50   | 0.28%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $248.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $19121.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31364JN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4688 | PA      | $821.94       | 0.00%             | 2030-05-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                                              | PG&E Wildfire Recovery Funding LLC                                                                                                         | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $92617.34     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99574.79     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $29377734.30  | 1.13%             | 2023-07-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2873000 | PA      | $2709229.66   | 0.10%             | 2026-08-08      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248775.48    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $43061.67     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5766000 | PA      | $5664488.99   | 0.22%             | 2036-05-15      | Floating      | 6.61%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                                                                                          | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1024000 | PA      | $987862.02    | 0.04%             | 2033-10-25      | Floating      | 7.31%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      430000 | PA      | $371732.85    | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      747000 | PA      | $754701.57    | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                                                                                        | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      110000 | PA      | $66769.15     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $82922.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      490000 | PA      | $401405.47    | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-96502.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202807 | PA      | $211797.01    | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                                                               | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      620000 | PA      | $530720.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      260000 | PA      | $213331.09    | 0.01%             | 2031-09-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     3889000 | PA      | $3761034.24   | 0.14%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6904000 | PA      | $6576599.34   | 0.25%             | 2024-10-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                                                                    | Garda World Security Corporation 2021 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      274826 | PA      | $273314.61    | 0.01%             | 2026-10-30      | Floating      | 8.93%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      290000 | PA      | $283917.70    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                                            | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2577565.59   | 0.10%             | 2024-11-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      128939 | PA      | $43926.44     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CARLYLE HOLDINGS II FIN                                                                             | Carlyle Holdings II Finance LLC                                                                                                            | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2589000 | PA      | $2442586.85   | 0.09%             | 2043-03-30      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $193662.47    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3301000 | PA      | $3119784.38   | 0.12%             | 2027-03-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $886681.31    | 0.03%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     4036000 | PA      | $3064288.24   | 0.12%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -82 | NC      | $88621.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      410000 | PA      | $384530.80    | 0.01%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                                                                          | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2670000 | PA      | $2610956.34   | 0.10%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      770000 | PA      | $697812.69    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                              | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96967.20     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Provincia de Cordoba                                                                                | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      750000 | PA      | $573529.59    | 0.02%             | 2027-06-01      | Variable      | 6.99%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $129095.02    | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236284.18    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      320000 | PA      | $265440.27    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         304 | NC      | $300783.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $146093.55    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      160000 | PA      | $117029.66    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-310656.22   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11673000 | PA      | $11178265.46  | 0.43%             | 2025-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7177000 | PA      | $4501249.46   | 0.17%             | 2051-10-25      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      310000 | PA      | $313511.72    | 0.01%             | 2027-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $737822.41    | 0.03%             | 2027-06-30      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                                                                                   | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2716838.48   | 0.10%             | 2024-06-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                                                                                          | CUSIP: 46654WAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11133378 | PA      | $9843353.41   | 0.38%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                                                                                   | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      418000 | PA      | $394174.00    | 0.02%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152385.92    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $341.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07070342 CDS USD R V 03MEVENT 2070703427_PRO CCPCDX / Short: B07070342 CDS USD P F  1.00000 2070703427_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5478000 | OU      | $279858.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      230000 | PA      | $207264.10    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                                       | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      450000 | PA      | $344268.66    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      560000 | PA      | $568448.94    | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2362646.38   | 0.09%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3660000 | PA      | $3550200.00   | 0.14%             | 2027-06-23      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $351396.20    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3130000 | PA      | $2766041.63   | 0.11%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                                           | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     3185000 | PA      | $3109803.20   | 0.12%             | 2025-06-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      470000 | PA      | $435105.82    | 0.02%             | 2023-07-17      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $227523.03    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                                                                                     | San Diego Gas & Electric Co                                                                                                                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      370000 | PA      | $307559.16    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DPL INC                                                                                             | DPL Inc                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      499000 | PA      | $455777.84    | 0.02%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31410LXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72776 | PA      | $69647.83     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358186 | PA      | $327978.13    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      790000 | PA      | $845441.21    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                                                                                       | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      367000 | PA      | $340572.33    | 0.01%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Yamana Gold Inc                                                                                     | Yamana Gold Inc                                                                                                                            | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $859266.82    | 0.03%             | 2027-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                                                                                         | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     3276000 | PA      | $2799464.29   | 0.11%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $278885.90    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Hospitality Mortgage Trust                                                                          | HPLY Trust 2019-HIT                                                                                                                        | CUSIP: 40443RAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5205110 | PA      | $5002594.22   | 0.19%             | 2036-11-15      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         -95 | NC      | $-87475.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      140000 | PA      | $101543.36    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                                              | Old Republic International Corp                                                                                                            | CUSIP: 680223AJ3<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     3149000 | PA      | $3145319.45   | 0.12%             | 2024-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      320000 | PA      | $347520.00    | 0.01%             | 2027-11-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125624.91    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                                                                                                           | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      578000 | PA      | $524916.48    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3998000 | PA      | $3256570.90   | 0.12%             | 2032-06-29      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149673.56    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39577000 | PA      | $38774638.07  | 1.49%             | 2024-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      150000 | PA      | $162610.41    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail PRIME-UK 2007-A PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800JGRFCGENSNQ494 | Long             | ABS-MBS          | CORP              | GB        |     1532037 | PA      | $1835730.54   | 0.07%             | 2045-09-13      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386675.94    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8680.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      660000 | PA      | $563238.54    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      223000 | PA      | $183914.79    | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X76N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5860930 | PA      | $4953572.62   | 0.19%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136225.55    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                                   | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2970915 | PA      | $3013345.42   | 0.12%             | 2039-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     2719000 | PA      | $2748184.88   | 0.11%             | 2026-09-09      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                                                                                         | CUSIP: 31282YCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3098 | PA      | $369.31       | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                                            | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      351000 | PA      | $343823.97    | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      175000 | PA      | $143197.25    | 0.01%             | 2044-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      470000 | PA      | $369284.64    | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                                                                                 | Dollar General Corp                                                                                                                        | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     3138000 | PA      | $3136989.03   | 0.12%             | 2027-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                                                                               | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     2864000 | PA      | $2801984.29   | 0.11%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2662000 | PA      | $2687032.54   | 0.10%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8570000 | PA      | $8351063.24   | 0.32%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAD2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296997.77    | 0.01%             | 2023-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      650000 | PA      | $644624.38    | 0.02%             | 2024-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      580000 | PA      | $541157.86    | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     3312000 | PA      | $3150198.60   | 0.12%             | 2027-03-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $297612.50    | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34677.65     | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      367047 | PA      | $385915.75    | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                                                                                 | CUSIP: 98105FAC8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     2652000 | PA      | $2617968.37   | 0.10%             | 2024-04-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      350000 | PA      | $341960.26    | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      130000 | PA      | $111777.73    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| XTO Energy Inc                                                                                      | XTO Energy Inc                                                                                                                             | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2518719.02   | 0.10%             | 2037-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320047 IRS BRL R F 13.47000 2073200476_FIX CCPNDFPREDISWAP / Short: S07320047 IRS BRL P V 00MBRCDI 2073200476_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5794688 | OU      | $19206.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GE CAPITAL EURO FUNDING                                                                             | GE Capital European Funding Unlimited Co                                                                                                   | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |      120000 | PA      | $158258.65    | 0.01%             | 2038-03-01      | Fixed         | 6.03%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      240000 | PA      | $172790.23    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                                                                                          | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    11951000 | PA      | $11840510.61  | 0.45%             | 2033-10-25      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| Bombardier Inc                                                                                      | Bombardier Inc                                                                                                                             | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      431000 | PA      | $436443.18    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3509000 | PA      | $2978944.15   | 0.11%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -128 | NC      | $301.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      700000 | PA      | $546931.38    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $298287.46    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                                              | Skandinaviska Enskilda Banken AB                                                                                                           | CUSIP: 83051GAS7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2924000 | PA      | $2731893.20   | 0.10%             | 2024-09-09      | Fixed         | 0.65%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                                    | Deutsche Bank AG                                                                                                                           | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      362000 | PA      | $353885.64    | 0.01%             | 2028-05-24      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                                                                            | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1931671 | PA      | $1852174.23   | 0.07%             | 2040-02-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     1179626 | PA      | $1394696.93   | 0.05%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                                                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       45000 | PA      | $57343.10     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3381000 | PA      | $2951413.55   | 0.11%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                                             | Massachusetts Mutual Life Insurance Co                                                                                                     | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      410000 | PA      | $313877.30    | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Global Marine Inc                                                                                   | Global Marine Inc                                                                                                                          | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $445200.00    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      480000 | PA      | $492242.13    | 0.02%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                                             | Deutsche Bank AG/London                                                                                                                    | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3071000 | PA      | $3045587.69   | 0.12%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| YAMANA GOLD INC                                                                                     | Yamana Gold Inc                                                                                                                            | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $134226.67    | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      380000 | PA      | $336804.59    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                                                | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23824000000 | PA      | $1569888.76   | 0.06%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $127043.63    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      280000 | PA      | $239137.39    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                                                                             | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      160000 | PA      | $118791.95    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      654171 | PA      | $610247.39    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       60000 | PA      | $49168.11     | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159088.66    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B06917415 IRS PLN R V 06MWIBOR 2069174153_FLO CCPVANILLA / Short: B06917415 IRS PLN P F  6.03750 2069174153_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    20200000 | OU      | $-116417.46   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                                                                             | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      520000 | PA      | $379653.29    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $15740.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1928978.67   | 0.07%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2020-1 Ltd                                                                                                                       | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |      220856 | PA      | $220681.61    | 0.01%             | 2030-01-25      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| ESC LEHMAN BRTH HLDH PROD                                                                           | ESC LEHMAN BRTH HLDH PROD                                                                                                                  | CUSIP: 525ESC6Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733897 | PA      | $2568.64      | 0.00%             | 2027-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      583000 | PA      | $567324.35    | 0.02%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     3786000 | PA      | $3228606.83   | 0.12%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      309000 | PA      | $268743.56    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      130000 | PA      | $125971.75    | 0.00%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Ohio Inc                                                                                | Duke Energy Ohio Inc                                                                                                                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      140000 | PA      | $133780.66    | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      360000 | PA      | $295157.85    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                                                                                 | CUSIP: 283695BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1081140.00   | 0.04%             | 2026-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                                                                                     | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      230000 | PA      | $180692.60    | 0.01%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Alterra Mountain Company                                                                            | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan                                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      330410 | PA      | $329170.64    | 0.01%             | 2028-08-17      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      430000 | PA      | $457352.30    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      109000 | PA      | $74384.17     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87573.30     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                                                               | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $173532.78    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KHNK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      609464 | PA      | $566477.04    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      360000 | PA      | $310888.21    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      255000 | PA      | $234962.36    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23733.83     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9773000 | PA      | $9370678.82   | 0.36%             | 2036-09-17      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| NBCUniversal Media LLC                                                                              | NBCUniversal Media LLC                                                                                                                     | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17787.87     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      790000 | PA      | $707754.55    | 0.03%             | 2033-04-06      | Fixed         | 3.76%                 | Yes           | 2                  | On Loan: No      |
| HANA BANK                                                                                           | Hana Bank                                                                                                                                  | CUSIP: 40963LAH7<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     2656000 | PA      | $2601734.33   | 0.10%             | 2024-09-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      970000 | PA      | $916650.00    | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58208000 | PA      | $832694.54    | 0.03%             | 2039-09-13      | Variable      | 0.34%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1277531.39   | 0.05%             | 2023-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                                             | Oversea-Chinese Banking Corp Ltd                                                                                                           | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     3136000 | PA      | $3101409.92   | 0.12%             | 2024-06-19      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AMER AIRLINE 17-1B PTT                                                                              | American Airlines 2017-1 Class B Pass Through Trust                                                                                        | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      396935 | PA      | $383146.71    | 0.01%             | 2025-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                                                                                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     2844000 | PA      | $2744409.04   | 0.11%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $94462.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $120511.64    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1259121.60   | 0.05%             | 2024-10-28      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      661684 | PA      | $562722.18    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     3030000 | PA      | $2981820.94   | 0.11%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           | 2                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2832000 | PA      | $3153333.84   | 0.12%             | 2029-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                                                                                    | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     3618000 | PA      | $3288613.66   | 0.13%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $272740.12    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                                                                                       | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    12275000 | PA      | $12161176.38  | 0.47%             | 2033-12-27      | Floating      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-OAT FUTURE MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -98 | NC      | $6630.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $940228.36    | 0.04%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        4538 | NC      | $2677983.74   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595278 | PA      | $570260.58    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      210000 | PA      | $223111.23    | 0.01%             | 2043-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130806 | PA      | $136858.05    | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95402.41     | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      470000 | PA      | $473604.87    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                                                                              | BlackRock TCP Capital Corp                                                                                                                 | CUSIP: 09259EAA6<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |     3732000 | PA      | $3564991.62   | 0.14%             | 2024-08-23      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      150000 | PA      | $129432.83    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4595000 | PA      | $4263298.44   | 0.16%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         545 | NC      | $1969126.86   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1680000 | PA      | $1503936.79   | 0.06%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      220000 | PA      | $218031.25    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Northwest Pipeline LLC                                                                              | Northwest Pipeline LLC                                                                                                                     | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |      380000 | PA      | $368063.77    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1510449.27  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      970000 | PA      | $896792.15    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                                              | Northwest Pipeline LLC                                                                                                                     | CUSIP: 667748AF4<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |      620000 | PA      | $649369.44    | 0.02%             | 2025-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       70000 | PA      | $62802.60     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                                                                                   | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      477000 | PA      | $515160.00    | 0.02%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $2339000.00   | 0.09%             | 2025-06-16      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $538888.00    | 0.02%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395162.11    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4411000 | PA      | $4376487.01   | 0.17%             | 2036-11-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      519000 | PA      | $531849.63    | 0.02%             | 2028-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      260000 | PA      | $219926.65    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2784000 | PA      | $2700675.35   | 0.10%             | 2024-07-18      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      280000 | PA      | $274974.54    | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259183 | PA      | $271823.30    | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                                                                                          | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     5252000 | PA      | $4106762.28   | 0.16%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      120000 | PA      | $97028.69     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      834526 | PA      | $297534.11    | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                                               | United Airlines, Inc. 2021 Term Loan B                                                                                                     | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      253594 | PA      | $253025.83    | 0.01%             | 2028-04-21      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6349.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                                            | Sociedad Quimica y Minera de Chile SA                                                                                                      | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      650000 | PA      | $474821.03    | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                                                                                   | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      230000 | PA      | $223233.37    | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2005-D Trust                                                                                                      | CUSIP: 05949A4R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145632 | PA      | $127453.12    | 0.00%             | 2035-05-25      | Variable      | 3.24%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $178403.40    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                                                                                       | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      640000 | PA      | $472423.62    | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1840000 | PA      | $1829860.33   | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      260000 | PA      | $184360.43    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2012-7                                                                                                       | CUSIP: 17319NAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      411635 | PA      | $364339.70    | 0.01%             | 2036-09-25      | Variable      | 4.09%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-79298.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      610000 | PA      | $485351.85    | 0.02%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      480000 | PA      | $475391.09    | 0.02%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXVI Ltd                                                                                                              | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |     4163653 | PA      | $4142880.54   | 0.16%             | 2030-07-29      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542730 | PA      | $499001.12    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      270000 | PA      | $230734.49    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-2 Ltd                                                                                                                         | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1227000 | PA      | $1150771.89   | 0.04%             | 2034-01-25      | Floating      | 7.56%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9478000 | PA      | $9097769.27   | 0.35%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      580000 | PA      | $579039.65    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275581 | PA      | $254231.66    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                            | Export-Import Bank of Korea                                                                                                                | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3900000 | PA      | $3926091.00   | 0.15%             | 2026-01-11      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $6660.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $274913.90    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      392133 | PA      | $336593.30    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2039 | PA      | $404.13       | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| American Municipal Power Inc                                                                        | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                                                                      | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      230000 | PA      | $314417.36    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      370000 | PA      | $368421.38    | 0.01%             | 2034-02-01      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      510000 | PA      | $572817.19    | 0.02%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223382 CDS USD R V 03MEVENT 2072233825_PRO CCPCDX / Short: B07223382 CDS USD P F  1.00000 2072233825_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2885000 | OU      | $147387.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38979.27     | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1551000 | PA      | $1541840.88   | 0.06%             | 2025-08-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780401 | PA      | $802053.99    | 0.03%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59024.72     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11240000 | PA      | $11029254.50  | 0.42%             | 2037-01-15      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      170000 | PA      | $136262.41    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57339.00     | 0.00%             | 2027-07-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MDC HOLDINGS INC                                                                                    | MDC Holdings Inc                                                                                                                           | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      270000 | PA      | $206121.87    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RELIANCE STEEL & ALUM                                                                               | Reliance Steel & Aluminum Co                                                                                                               | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $2757539.29   | 0.11%             | 2025-08-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                             | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      230000 | PA      | $174018.37    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194598.97    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                                                                                      | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     2969000 | PA      | $2705164.60   | 0.10%             | 2026-01-22      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $960975.41    | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      120000 | PA      | $138809.04    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137APUG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35575 | PA      | $35331.75     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                                                                                       | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1510000 | PA      | $1463582.60   | 0.06%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                                                                               | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2782000 | PA      | $2618549.54   | 0.10%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31394VCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16284 | PA      | $16236.18     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79728.28     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2146725.00   | 0.08%             | 2030-05-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     3750000 | PA      | $3535652.36   | 0.14%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1188511.68   | 0.05%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $20329.72     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $299469.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2353000 | PA      | $1870584.81   | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2586000 | PA      | $2838857.74   | 0.11%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-15633.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      770000 | PA      | $713648.31    | 0.03%             | 2026-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                                                                          | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2616000 | PA      | $2581992.00   | 0.10%             | 2024-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $180839.77    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      260000 | PA      | $238576.49    | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                                            | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                           | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      720000 | PA      | $737985.60    | 0.03%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18788000 | PA      | $16951766.47  | 0.65%             | 2026-01-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      565000 | PA      | $546779.30    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                                               | Phoenix Guarantor Inc 2020 Term Loan B                                                                                                     | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      473898 | PA      | $466097.51    | 0.02%             | 2026-03-05      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      270000 | PA      | $267309.15    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     3819000 | PA      | $3329388.20   | 0.13%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      690000 | PA      | $660466.90    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                                            | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $251121.20    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      294202 | PA      | $260469.09    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3150000 | PA      | $2233423.84   | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BHARTI AIRTEL INTERNATIO                                                                            | Bharti Airtel International Netherlands BV                                                                                                 | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |     2552000 | PA      | $2549116.24   | 0.10%             | 2024-05-20      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8238 | PA      | $1479.10      | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                                                                                 | Progress Energy Inc                                                                                                                        | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     2142000 | PA      | $2505219.50   | 0.10%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     3866000 | PA      | $3619702.25   | 0.14%             | 2025-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      340000 | PA      | $268838.00    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                                            | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      190000 | PA      | $185566.03    | 0.01%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      770000 | PA      | $882980.18    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      280000 | PA      | $258370.68    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $2856.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3248000 | PA      | $2688072.83   | 0.10%             | 2045-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1384546 | PA      | $1430340.41   | 0.05%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2984000 | PA      | $2456859.60   | 0.09%             | 2048-01-09      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      720000 | PA      | $749407.59    | 0.03%             | 2026-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      710000 | PA      | $631069.19    | 0.02%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122297.85    | 0.00%             | 2026-04-30      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                             | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $245783.21    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-34200.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $109997.13    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $240556.17    | 0.01%             | 2026-03-18      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-1 UK DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |     1211105 | PA      | $1405540.49   | 0.05%             | 2031-05-17      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36431.79     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-16755.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      230000 | PA      | $224317.52    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      251000 | PA      | $234431.43    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   118258835 | PA      | $5515347.39   | 0.21%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $250656.57    | 0.01%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1032116.46   | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                                                                                 | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     3459000 | PA      | $3202861.05   | 0.12%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                                   | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        5711 | NS      | $145630.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $42723.00     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $249029.79    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                                                | Eagle RE 2018-1 Ltd                                                                                                                        | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |     2609000 | PA      | $2620375.24   | 0.10%             | 2028-11-25      | Floating      | 7.51%                 | Yes           | 2                  | On Loan: No      |
| AIR CANADA 2015-2B PTT                                                                              | Air Canada 2015-2 Class B Pass Through Trust                                                                                               | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      589998 | PA      | $579859.50    | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                                                                                       | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      910000 | PA      | $602454.78    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      120000 | PA      | $105625.20    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91687.77     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      514833 | PA      | $541295.56    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $207212.31    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2725031.10   | 0.10%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                                                                                          | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     3501000 | PA      | $3296038.12   | 0.13%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                                             | Oesterreichische Kontrollbank AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     2707000 | PA      | $2930602.75   | 0.11%             | 2023-04-06      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $47241.79     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KLA CORP                                                                                            | KLA Corp                                                                                                                                   | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      320000 | PA      | $324998.09    | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                                                                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3978000 | PA      | $3462237.02   | 0.13%             | 2051-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Jupiter Mortgages No.1                                                                              | Jupiter Mortgage NO 1 PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     3129478 | PA      | $3838105.59   | 0.15%             | 2060-07-20      | Floating      | 4.24%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S07923679 IRS KRW R F  2.98100 2079236790_FIX CCPNDF / Short: S07923679 IRS KRW P V 03MKSDA 2079236790_FLO CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  5000000000 | OU      | $-21545.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     3652000 | PA      | $3214961.91   | 0.12%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-49289.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bed Bath & Beyond Inc                                                                               | Bed Bath & Beyond Inc                                                                                                                      | CUSIP: 075896AA8<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |      950000 | PA      | $53926.18     | 0.00%             | 2024-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      390000 | PA      | $342856.80    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45875.70     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                                                                                        | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $162879.91    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2021-10 LLC                                                                                                                           | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      777474 | PA      | $733530.09    | 0.03%             | 2026-10-25      | Variable      | 2.49%                 | Yes           | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                                                                                         | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $204314.41    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      580000 | PA      | $575476.00    | 0.02%             | 2025-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                                                                                       | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3495000 | PA      | $3326635.16   | 0.13%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-399467.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      360000 | PA      | $292829.17    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                                                                                     | MEG Energy Corp                                                                                                                            | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      420000 | PA      | $430794.00    | 0.02%             | 2027-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      745103 | PA      | $752749.95    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2628164 | PA      | $207796.34    | 0.01%             | 2037-01-25      | Floating      | 2.24%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ESTONIA                                                                                 | Estonia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     4527000 | PA      | $5080691.75   | 0.19%             | 2032-10-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       20000 | PA      | $20000.00     | 0.00%             | 2024-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      289000 | PA      | $236474.96    | 0.01%             | 2042-12-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      275000 | PA      | $216559.75    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3126000 | PA      | $3087080.08   | 0.12%             | 2027-03-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                                                                                        | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      320000 | PA      | $256678.47    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                                                                                   | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      560000 | PA      | $560550.17    | 0.02%             | 2026-02-02      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $928280.29    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      210000 | PA      | $204232.45    | 0.01%             | 2026-04-17      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                                                                              | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3209000 | PA      | $3108958.69   | 0.12%             | 2026-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $186393.22    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                                                               | EyeCare Partners, LLC 2020 Term Loan                                                                                                       | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      311693 | PA      | $259291.11    | 0.01%             | 2027-02-18      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06542613 IRS BRL R F 11.33000 2065426139_FIX CCPNDFPREDISWAP / Short: S06542613 IRS BRL P V 00MBRCDI 2065426139_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7700342 | OU      | $-53442.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                            | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      400000 | PA      | $318925.42    | 0.01%             | 2032-05-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      997114 | PA      | $957889.50    | 0.04%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      380000 | PA      | $363817.54    | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3643000 | PA      | $3221943.63   | 0.12%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Pilgrim's Pride Corp                                                                                | Pilgrim's Pride Corp                                                                                                                       | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119074.80    | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      540000 | PA      | $183723.57    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      170000 | PA      | $132623.34    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       60000 | PA      | $40801.30     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      610000 | PA      | $555862.50    | 0.02%             | 2026-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                                                                                         | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3225000 | PA      | $3189844.28   | 0.12%             | 2034-04-25      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6433000 | PA      | $4290509.42   | 0.16%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                                                                                | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |     1243533 | PA      | $1483291.49   | 0.06%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Irwin Home Equity                                                                                   | Irwin Home Equity Loan Trust 2006-1                                                                                                        | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294890 | PA      | $286636.13    | 0.01%             | 2035-09-25      | Variable      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| MidAmerican Energy Co                                                                               | MidAmerican Energy Co                                                                                                                      | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      160000 | PA      | $153893.61    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      420000 | PA      | $431640.57    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2187757.13   | 0.08%             | 2036-05-15      | Floating      | 7.11%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1991799.53   | 0.08%             | 2026-02-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $329587.50    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1410000 | PA      | $1394137.49   | 0.05%             | 2023-06-09      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1400000 | PA      | $1321547.25   | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                                              | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $880795.30    | 0.03%             | 2025-10-14      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     2947000 | PA      | $2670718.75   | 0.10%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150093.96    | 0.01%             | 2040-03-25      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      508000 | PA      | $373024.40    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2706000 | PA      | $2652962.40   | 0.10%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1524455.92   | 0.06%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $236862.73    | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding LII Ltd                                                                                                               | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4901355.00   | 0.19%             | 2035-01-22      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| MASTERCARD INC                                                                                      | Mastercard Inc                                                                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      300000 | PA      | $272438.34    | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                 | Nomura Holdings Inc                                                                                                                        | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $2696203.02   | 0.10%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      110000 | PA      | $92400.00     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      490000 | PA      | $430889.16    | 0.02%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393BN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14059 | PA      | $2522.69      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      270000 | PA      | $242474.45    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3687000 | PA      | $3193693.12   | 0.12%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -627 | NC      | $-459140.07   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $332075.52    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                                                                                    | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     3826000 | PA      | $3270332.57   | 0.13%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      310000 | PA      | $299689.54    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS075507 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS075507 CDS USD P F  1.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4595000 | OU      | $-57713.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8553000 | PA      | $8143391.53   | 0.31%             | 2025-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-12503.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                                                                                  | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      420000 | PA      | $463220.36    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                                             | Panasonic Holdings Corp                                                                                                                    | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     3963000 | PA      | $3813474.86   | 0.15%             | 2024-07-19      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      220000 | PA      | $192023.95    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4006000 | PA      | $3523245.71   | 0.14%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2788902.63   | 0.11%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                                           | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     3149000 | PA      | $3155927.80   | 0.12%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3097608.68   | 0.12%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      591125 | PA      | $583154.53    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      230000 | PA      | $218616.24    | 0.01%             | 2043-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1380000 | PA      | $1326642.74   | 0.05%             | 2024-10-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73655.46     | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      862000 | PA      | $698741.83    | 0.03%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      640000 | PA      | $614276.42    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      670000 | PA      | $654375.84    | 0.03%             | 2025-08-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                                              | GSAA Trust                                                                                                                                 | CUSIP: 40051CAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      391736 | PA      | $420031.08    | 0.02%             | 2034-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                                                                                      | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2632122.49   | 0.10%             | 2024-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316290 | PA      | $321910.18    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6400000 | PA      | $6103750.02   | 0.23%             | 2026-03-31      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $592430.80    | 0.02%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2633000 | PA      | $2602938.85   | 0.10%             | 2024-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       20000 | PA      | $15645.44     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                                                                                        | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $938508.39    | 0.04%             | 2033-04-29      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                                                                                    | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3258000 | PA      | $3154711.46   | 0.12%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192099.98    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                                | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      280000 | PA      | $214279.24    | 0.01%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $7801.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79163.00     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4043000 | PA      | $3969792.19   | 0.15%             | 2036-05-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2015-10 Ltd                                                                                                                        | CUSIP: 67092DBB4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |     8147000 | PA      | $7860290.78   | 0.30%             | 2034-01-26      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                                            | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152343.75    | 0.01%             | 2025-12-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                                               | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $597476.98    | 0.02%             | 2024-05-16      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                                                                               | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      630000 | PA      | $547161.30    | 0.02%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      280000 | PA      | $189420.68    | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |           1 | NC      | $73352.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                                                                               | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      110000 | PA      | $77428.24     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                                            | Siemens Financieringsmaatschappij NV                                                                                                       | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     2681000 | PA      | $2606705.98   | 0.10%             | 2025-05-27      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square 2021-2 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 635400K1KOJXSMZCI443 | Long             | ABS-MBS          | CORP              | GB        |     3270839 | PA      | $3994640.59   | 0.15%             | 2071-12-16      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     3098000 | PA      | $2830876.62   | 0.11%             | 2026-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $376295.00    | 0.01%             | 2025-09-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                                                                                        | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      170000 | PA      | $144954.22    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2691397.12   | 0.10%             | 2024-07-08      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2020-MH1                                                                                                         | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3154583 | PA      | $2957291.18   | 0.11%             | 2060-02-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      265929 | PA      | $270063.64    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122850.00    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31364HN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1706 | PA      | $107.06       | 0.00%             | 2026-11-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                                                                                          | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      134000 | PA      | $111379.46    | 0.00%             | 2046-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      290000 | PA      | $286873.75    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $23960.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $166750.00    | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      420000 | PA      | $498306.20    | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $268255.79    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      300000 | PA      | $247269.43    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                                      | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |        2375 | NS      | $68281.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AllSpring Buyer LLC                                                                                 | AllSpring Buyer LLC Term Loan B                                                                                                            | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      436700 | PA      | $434970.67    | 0.02%             | 2028-11-01      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $47056.63     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     2683000 | PA      | $2616348.51   | 0.10%             | 2025-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TCI Communications Inc                                                                              | TCI Communications Inc                                                                                                                     | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2358000 | PA      | $2574165.12   | 0.10%             | 2026-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      850000 | PA      | $788173.18    | 0.03%             | 2025-02-10      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     3234000 | PA      | $3217021.50   | 0.12%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      340000 | PA      | $230247.27    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                                                 | Suzano Austria GmbH                                                                                                                        | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208718.00    | 0.01%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Newgate Funding PLC                                                                                 | Newgate Funding PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |     1951220 | PA      | $2282691.29   | 0.09%             | 2050-12-01      | Floating      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468802 | PA      | $415633.77    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6308.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Steel Corp                                                                            | United States Steel Corp                                                                                                                   | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      278000 | PA      | $265536.97    | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Alba Plc                                                                                            | Alba 2007-1 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     2764554 | PA      | $3266924.11   | 0.13%             | 2039-03-17      | Floating      | 3.71%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $219321.30    | 0.01%             | 2024-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14391000 | PA      | $13557333.83  | 0.52%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      310000 | PA      | $275617.90    | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-2 Ltd                                                                                                                         | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2576000 | PA      | $2517661.84   | 0.10%             | 2034-01-25      | Floating      | 7.11%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      320206 | PA      | $298069.61    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2019-3 Ltd                                                                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |     3630000 | PA      | $3612882.37   | 0.14%             | 2029-07-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9459213 | PA      | $8734811.83   | 0.34%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $176171.42    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282127.32    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Wealth Management                                                                       | JPMorgan Wealth Management 2020-ATR1                                                                                                       | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1565280 | PA      | $1336420.66   | 0.05%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                                                                              | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      300000 | PA      | $273187.50    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17320 | PA      | $3118.20      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden XXVIII Senior Loan Fund                                                                                                             | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |     3014859 | PA      | $3001506.37   | 0.12%             | 2030-08-15      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          10 | NC      | $1486.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                                                                                        | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     2626000 | PA      | $2569325.43   | 0.10%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      180000 | PA      | $160655.55    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                                                                  | Roche Holdings Inc                                                                                                                         | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     3329000 | PA      | $3178662.66   | 0.12%             | 2025-03-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9551.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $23684.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-55.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2390000 | PA      | $2114776.56   | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      779000 | PA      | $608097.61    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      385000 | PA      | $353201.49    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2022-1                                                                                           | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3293924 | PA      | $2734813.07   | 0.10%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      240000 | PA      | $195208.84    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      330000 | PA      | $279874.71    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $33766.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                                            | Northwestern Mutual Life Insurance Co/The                                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      280000 | PA      | $211487.79    | 0.01%             | 2059-09-30      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      663000 | PA      | $440613.22    | 0.02%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Spirit AeroSystems Inc                                                                              | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      442000 | PA      | $371506.61    | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      500000 | PA      | $490162.45    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122169.08    | 0.00%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198931.87    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       20000 | PA      | $23439.82     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      570000 | PA      | $605512.16    | 0.02%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      730000 | PA      | $672391.20    | 0.03%             | 2025-09-10      | Fixed         | 0.98%                 | Yes           | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                                    | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2621000 | PA      | $2568593.92   | 0.10%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $109752.37    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                                                                               | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      229000 | PA      | $211774.62    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $275935.91    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      166000 | PA      | $163733.67    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | 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        |      460000 | PA      | $448186.38    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                                                                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3005000 | PA      | $2918763.32   | 0.11%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                                                                                      | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      420000 | PA      | $280198.80    | 0.01%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| KLA CORP                                                                                            | KLA Corp                                                                                                                                   | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80312.95     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Stratton Mortgage Funding PLC                                                                       | Stratton Mortgage Funding 2021-1 PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800IOSXVMHGXEEJ68 | Long             | ABS-MBS          | CORP              | GB        |     1612300 | PA      | $1975432.87   | 0.08%             | 2051-09-25      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| INTERCORP FIN SER INC                                                                               | Intercorp Financial Services Inc                                                                                                           | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     3588000 | PA      | $3257135.27   | 0.13%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CSL Finance PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $312298.81    | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      659000 | PA      | $559605.08    | 0.02%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                                                                                     | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9810000 | PA      | $9635104.38   | 0.37%             | 2038-04-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1950 | NC      | $1610888.03   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143060 | PA      | $149633.00    | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-76988.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      259000 | PA      | $242716.08    | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      330000 | PA      | $317913.66    | 0.01%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                                      | Option One Mortgage Loan Trust 2007-FXD1                                                                                                   | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2251210 | PA      | $2143125.17   | 0.08%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152920.45    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      140000 | PA      | $155400.63    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-1 Ltd                                                                                                                        | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1903673 | PA      | $1903742.87   | 0.07%             | 2033-10-25      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      828314 | PA      | $818671.16    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66201.70     | 0.00%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp                                                                                         | Hexcel Corp                                                                                                                                | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      437000 | PA      | $427961.67    | 0.02%             | 2025-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $519413.53    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3486000 | PA      | $2313015.45   | 0.09%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2904000 | PA      | $3280989.15   | 0.13%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $800027.46    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                                               | Grupo Bimbo SAB de CV                                                                                                                      | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     3181000 | PA      | $3133697.80   | 0.12%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TransAlta Corp                                                                                      | TransAlta Corp                                                                                                                             | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $296991.54    | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-8                                                                                                            | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      159639 | PA      | $149520.17    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -386 | NC      | $-343010.55   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125246 | PA      | $132283.42    | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131173.71    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                             | Jefferies Financial Group Inc                                                                                                              | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3104656.41   | 0.12%             | 2043-10-23      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3041000 | PA      | $2387147.77   | 0.09%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      421000 | PA      | $388135.54    | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $79656.59     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2549000 | PA      | $2833870.66   | 0.11%             | 2036-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      310000 | PA      | $223905.02    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| European Stability Mechanism                                                                        | European Stability Mechanism Treasury Bill                                                                                                 | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | STIV             | NUSS              | XX        |    15550000 | PA      | $16853883.76  | 0.65%             | 2023-03-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                                                                                     | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     2810000 | PA      | $2659700.80   | 0.10%             | 2026-06-06      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                                                                                   | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      310000 | PA      | $301475.00    | 0.01%             | 2024-01-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                                                                   | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      120000 | PA      | $101961.60    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      530000 | PA      | $453400.53    | 0.02%             | 2029-03-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| AMERICO LIFE INC                                                                                    | Americo Life Inc                                                                                                                           | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      430000 | PA      | $339177.37    | 0.01%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      236000 | PA      | $180540.00    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      190000 | PA      | $157814.68    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      750000 | PA      | $667500.00    | 0.03%             | 2026-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      270000 | PA      | $195493.76    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      940000 | PA      | $970715.85    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      510000 | PA      | $502048.21    | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      399000 | PA      | $307230.00    | 0.01%             | 2048-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81113.55     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      170000 | PA      | $160666.79    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                | Duke Energy Ohio Inc                                                                                                                       | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84672.19     | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      995037 | PA      | $1034172.44   | 0.04%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115711.35    | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4989000 | PA      | $4410392.94   | 0.17%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2657340.94   | 0.10%             | 2024-05-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      640000 | PA      | $630981.08    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-365.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4393000 | PA      | $3690634.82   | 0.14%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      300000 | PA      | $206931.25    | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149524.59    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                                             | Banco Internacional del Peru SAA Interbank                                                                                                 | CUSIP: 05968DAC4<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     2869000 | PA      | $2676203.20   | 0.10%             | 2026-10-04      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| SAN DIEGO G & E                                                                                     | San Diego Gas & Electric Co                                                                                                                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      360000 | PA      | $295382.78    | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1287770.66   | 0.05%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED SEK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-21010.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $696764.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2006-13T1                                                                                                           | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1507367 | PA      | $769308.08    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                                            | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                           | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      130000 | PA      | $132600.00    | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                                              | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                                                                 | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1883968 | PA      | $1747380.32   | 0.07%             | 2025-10-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B06667880 CDS USD R V 03MEVENT 2066678803_PRO CCPCDX / Short: B06667880 CDS USD P F  1.00000 2066678803_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13700000 | OU      | $699900.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41248.42     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $241844.52    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORP                                                                                   | Lam Research Corp                                                                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      300000 | PA      | $252246.86    | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      440000 | PA      | $452170.16    | 0.02%             | 2030-10-14      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $197741.35    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                                                                                          | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $398538.38    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp                                                                                | Range Resources Corp                                                                                                                       | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      440000 | PA      | $424493.28    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      371000 | PA      | $364718.13    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                                                                  | VICI Properties LP                                                                                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      300000 | PA      | $290114.76    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                                            | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1217202.64   | 0.05%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                                            | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     1169446 | PA      | $462179.61    | 0.02%             | 2037-09-01      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6917000 | PA      | $6499278.08   | 0.25%             | 2024-08-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503957.38    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07671432 IRS BRL R F 12.98000 2076714323_FIX CCPNDFPREDISWAP / Short: S07671432 IRS BRL P V 00MBRCDI 2076714323_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30997129 | OU      | $36273.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6777000 | PA      | $6386528.30   | 0.25%             | 2024-07-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      330000 | PA      | $337235.10    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $442527.20    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40874.82     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-22637.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $235153.41    | 0.01%             | 2033-04-19      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WEYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1351527 | PA      | $1331949.46   | 0.05%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      180000 | PA      | $133283.69    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      390000 | PA      | $300000.40    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                                             | Simon Property Group LP                                                                                                                    | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      320000 | PA      | $310737.29    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      430000 | PA      | $378153.48    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4PR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1404144 | PA      | $1292324.88   | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35996000 | PA      | $139642.88    | 0.01%             | 2039-09-13      | Variable      | 0.05%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121865.43    | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      270000 | PA      | $258999.54    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      840000 | PA      | $818421.32    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                                             | Goldentree Loan Management US Clo 7 Ltd                                                                                                    | CUSIP: 38138LAL2<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |     4156000 | PA      | $4085256.57   | 0.16%             | 2034-04-20      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      300000 | PA      | $266808.90    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393BKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18084 | PA      | $3074.17      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CORNING INC                                                                                         | Corning Inc                                                                                                                                | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      140000 | PA      | $111041.49    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                                                                                        | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     3737000 | PA      | $3190853.15   | 0.12%             | 2030-04-30      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                                            | Archer-Daniels-Midland Co                                                                                                                  | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     3298000 | PA      | $3109058.01   | 0.12%             | 2026-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JC Penney Corp Inc                                                                                  | JC Penney Corp Inc                                                                                                                         | CUSIP: 708160BS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $0.00         | 0.00%             | 2037-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                                                                                          | CUSIP: 46655GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5201686 | PA      | $4731338.88   | 0.18%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179062.83    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $243202.51    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2917000 | PA      | $2718294.28   | 0.10%             | 2025-10-21      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      270000 | PA      | $250989.14    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76485.50     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MDC Holdings Inc                                                                                    | MDC Holdings Inc                                                                                                                           | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      260000 | PA      | $231166.67    | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                                                                                 | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      190000 | PA      | $130196.91    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                                                                                       | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2622635.94   | 0.10%             | 2025-04-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207727.16    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140GSZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1213305 | PA      | $1191971.23   | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $139014.40    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    32400000 | PA      | $1682793.77   | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       47000 | PA      | $41098.60     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      120000 | PA      | $88204.51     | 0.00%             | 2044-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7542137 | PA      | $6941520.26   | 0.27%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1580000 | PA      | $1635300.00   | 0.06%             | 2029-08-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                                            | Burlington Northern Santa Fe LLC                                                                                                           | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $322828.48    | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EDP FINANCE BV                                                                                      | EDP Finance BV                                                                                                                             | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $221636.15    | 0.01%             | 2028-01-24      | Fixed         | 1.71%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                                                                           | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      490000 | PA      | $409543.64    | 0.02%             | 2031-04-03      | Fixed         | 2.07%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2495000 | PA      | $2344422.86   | 0.09%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1126572.64   | 0.04%             | 2024-03-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Trinity Industries Inc                                                                              | Trinity Industries Inc                                                                                                                     | CUSIP: 896522AH2<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $260712.00    | 0.01%             | 2024-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                                                                | Japan Government Five Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4285500000 | PA      | $32958825.22  | 1.26%             | 2023-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1076811 | PA      | $1089707.90   | 0.04%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9943097 | PA      | $8868925.94   | 0.34%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      590000 | PA      | $575122.64    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2707767.66   | 0.10%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      295000 | PA      | $272137.50    | 0.01%             | 2047-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      860000 | PA      | $807969.74    | 0.03%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                                                                                      | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9861000 | PA      | $9480226.36   | 0.36%             | 2038-12-15      | Floating      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8440000 | PA      | $8073717.17   | 0.31%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                               | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1093092.00   | 0.04%             | 2024-01-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      800000 | PA      | $634156.19    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41596.64     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                          | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $478885.90    | 0.02%             | 2029-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                                            | Cintas Corp No 2                                                                                                                           | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      170000 | PA      | $165763.50    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      340000 | PA      | $288528.19    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      320000 | PA      | $251546.91    | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                                                 | CommonSpirit Health                                                                                                                        | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44290.98     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                                                    | Welltower OP LLC                                                                                                                           | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      260000 | PA      | $233104.86    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      270000 | PA      | $249143.53    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                                                                                    | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     1230000 | PA      | $1023400.23   | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Avon Products Inc                                                                                   | Avon Products Inc                                                                                                                          | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |       72000 | PA      | $70959.41     | 0.00%             | 2043-03-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                                                                            | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15288958 | PA      | $14025287.43  | 0.54%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1177664 | PA      | $1168234.73   | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2130000 | PA      | $2162628.11   | 0.08%             | 2026-01-09      | Fixed         | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                                                                                        | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |       58000 | PA      | $51964.11     | 0.00%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTSPHERE INVESTMENT                                                                             | Brightsphere Investment Group Inc                                                                                                          | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |      160000 | PA      | $147600.00    | 0.01%             | 2026-07-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      340000 | PA      | $336947.82    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $410406.77    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5865000 | PA      | $3555885.34   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350456.75    | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13796695 | PA      | $13849197.15  | 0.53%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140HKLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1139903 | PA      | $1163130.27   | 0.04%             | 2048-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      510000 | PA      | $507419.51    | 0.02%             | 2025-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117932.64    | 0.00%             | 2025-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      320000 | PA      | $251822.04    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3624000 | PA      | $3240330.93   | 0.12%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2751000 | PA      | $2711075.84   | 0.10%             | 2024-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $17939.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3408910 | PA      | $2879373.88   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                                                                                       | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      620000 | PA      | $638556.60    | 0.02%             | 2025-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1160000 | PA      | $1142244.22   | 0.04%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Agilent Technologies Inc                                                                            | Agilent Technologies Inc                                                                                                                   | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     3301000 | PA      | $3118802.26   | 0.12%             | 2026-09-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                                                                          | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     6849680 | PA      | $6801049.54   | 0.26%             | 2031-06-25      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      170000 | PA      | $155074.06    | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                                                                                       | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     3094000 | PA      | $2916744.74   | 0.11%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      847000 | PA      | $671044.89    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     2941000 | PA      | $3059963.45   | 0.12%             | 2026-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $83792.79     | 0.00%             | 2041-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       84000 | PA      | $86662.80     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                                           | Structured Asset Mortgage Investments II Trust 2004-AR7                                                                                    | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181726 | PA      | $158575.07    | 0.01%             | 2035-04-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      180000 | PA      | $172608.72    | 0.01%             | 2026-04-08      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223423 CDS USD R V 03MEVENT 2072234233_PRO CCPCDX / Short: B07223423 CDS USD P F  1.00000 2072234233_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1250000 | OU      | $63859.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                                                                            | Parsley Energy LLC / Parsley Finance Corp                                                                                                  | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46445.46     | 0.00%             | 2028-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                                                  | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   226722970 | NS      | $226677625.36 | 8.70%             |  |  |  | No            | N/A                | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      874000 | PA      | $763220.50    | 0.03%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $194531.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      410000 | PA      | $414676.56    | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      140000 | PA      | $128129.49    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                               | MidAmerican Energy Co                                                                                                                      | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      150000 | PA      | $114701.21    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Park-Ohio Industries Inc                                                                            | Park-Ohio Industries Inc                                                                                                                   | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |      370000 | PA      | $271859.55    | 0.01%             | 2027-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COS INC                                                                                    | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343152.04    | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7015000 | PA      | $6653837.07   | 0.26%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      830000 | PA      | $836427.37    | 0.03%             | 2034-02-01      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     3981000 | PA      | $3531347.56   | 0.14%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $268608.18    | 0.01%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA CORP                                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8198.28      | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                                                                             | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     3615000 | PA      | $3211791.87   | 0.12%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                                                                                       | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3057730 | PA      | $3024389.60   | 0.12%             | 2031-11-25      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      460000 | PA      | $330475.56    | 0.01%             | 2061-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3822000 | PA      | $3158823.30   | 0.12%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      390000 | PA      | $328828.50    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07297479 IRS PLN R V 06MWIBOR 2072974795_FLO CCPVANILLA / Short: B07297479 IRS PLN P F  5.57750 2072974795_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    10807530 | OU      | $-14911.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                            | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      480000 | PA      | $329854.11    | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367654 | PA      | $370346.86    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158554.93    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3460000 | PA      | $2240884.85   | 0.09%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                       | CUSIP: 3137G0AY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316002 | PA      | $324080.38    | 0.01%             | 2024-04-25      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                                   | Johnson & Johnson                                                                                                                          | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      210000 | PA      | $140223.79    | 0.01%             | 2060-09-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126674.10    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      272570 | PA      | $287860.02    | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5167000 | PA      | $4499326.72   | 0.17%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $585392.92    | 0.02%             | 2025-03-28      | Fixed         | 3.77%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      457856 | PA      | $422361.59    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2850000 | PA      | $2736910.29   | 0.11%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132XVZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      564660 | PA      | $565287.71    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10529000 | PA      | $8612804.23   | 0.33%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      543000 | PA      | $417681.59    | 0.02%             | 2038-02-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                                                                                       | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      320000 | PA      | $321740.41    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 3136FAEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6382 | PA      | $1170.35      | 0.00%             | 2031-12-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $362018.41    | 0.01%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16656.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSL Finance PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $233111.50    | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                                                                                    | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13042000 | PA      | $10874366.13  | 0.42%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                                                                                      | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110728.60    | 0.00%             | 2025-05-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6625.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -48 | NC      | $846560.97    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                                                                                | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      880000 | PA      | $724874.02    | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      970000 | PA      | $990313.45    | 0.04%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3103384.76   | 0.12%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      440000 | PA      | $438876.46    | 0.02%             | 2023-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4566000 | PA      | $4021290.45   | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                                                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1099376.87   | 0.04%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| LAMAR FUNDING LTD                                                                                   | Lamar Funding Ltd                                                                                                                          | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |      450000 | PA      | $430837.20    | 0.02%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                                                                              | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3237014.42   | 0.12%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                                                                    | Hilton USA Trust 2016-HHV                                                                                                                  | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9138000 | PA      | $8286999.99   | 0.32%             | 2038-11-05      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $19012.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      390000 | PA      | $323039.21    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      270000 | PA      | $263600.73    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Cheshire                                                                                            | Cheshire 2020-1 PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 635400BD1CVGTZGODD61 | Long             | ABS-MBS          | CORP              | GB        |     2171000 | PA      | $2602604.32   | 0.10%             | 2045-08-20      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                               | Nippon Life Insurance Co                                                                                                                   | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      890000 | PA      | $753487.35    | 0.03%             | 2051-01-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      170000 | PA      | $145286.94    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| BOC AVIATION USA CORP                                                                               | BOC Aviation USA Corp                                                                                                                      | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |      580000 | PA      | $554198.52    | 0.02%             | 2024-04-29      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Danske Bank A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      230000 | PA      | $227782.05    | 0.01%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                                            | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     3187000 | PA      | $3211002.99   | 0.12%             | 2027-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                                                                | Japan Government Two Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3486850000 | PA      | $26800513.34  | 1.03%             | 2023-04-01      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                                                                                       | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236521.20    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      263000 | PA      | $232728.70    | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272713.50    | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71910.18     | 0.00%             | 2048-02-22      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                                                            | Telefonica Emisiones SA                                                                                                                    | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      450000 | PA      | $398422.42    | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $949260.31    | 0.04%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3182497 | PA      | $2809893.52   | 0.11%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $5917.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2045160.00   | 0.08%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      217000 | PA      | $231076.79    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | 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        |      151940 | PA      | $137599.64    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                                                                                   | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      610000 | PA      | $605455.43    | 0.02%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      997000 | PA      | $944009.45    | 0.04%             | 2026-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1047897.05   | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      190000 | PA      | $156912.82    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324372 | PA      | $331776.75    | 0.01%             | 2024-07-25      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                                             | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      440000 | PA      | $434992.80    | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20475.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1010000 | PA      | $1018422.58   | 0.04%             | 2029-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22916.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       80000 | PA      | $64974.67     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3142000 | PA      | $3147067.32   | 0.12%             | 2027-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2020-6 LLC                                                                                                                            | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1437779 | PA      | $1387729.75   | 0.05%             | 2025-11-25      | Variable      | 2.36%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6758000 | PA      | $4676483.22   | 0.18%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                                               | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      580000 | PA      | $573071.66    | 0.02%             | 2023-05-05      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO II                                                                                 | KKR Group Finance Co II LLC                                                                                                                | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48279.39     | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                                                | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $226925.00    | 0.01%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                                                  | Raytheon Technologies Corp                                                                                                                 | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      330000 | PA      | $319405.73    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      164000 | PA      | $150470.00    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3906.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2982000 | PA      | $2686822.08   | 0.10%             | 2026-02-08      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                            | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51344.98     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                                                                                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     2006000 | PA      | $2398769.66   | 0.09%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248828 | PA      | $230897.31    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31392MTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9508 | PA      | $992.32       | 0.00%             | 2032-03-15      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -40 | NC      | $435496.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                                                                             | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     1244000 | PA      | $1162253.71   | 0.04%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86750.00     | 0.00%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                                    | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      322000 | PA      | $338082.93    | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                                              | Mid-America Apartments LP                                                                                                                  | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     3188000 | PA      | $3123818.36   | 0.12%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co                                                                              | Commonwealth Edison Co                                                                                                                     | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      340000 | PA      | $396277.53    | 0.02%             | 2038-01-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                                                                                | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |     2966660 | PA      | $3527675.57   | 0.14%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11087000 | PA      | $10378904.46  | 0.40%             | 2026-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      550000 | PA      | $515119.73    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      260000 | PA      | $257484.44    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86998 | PA      | $85234.07     | 0.00%             | 2037-07-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16282 | PA      | $2835.73      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10716000 | PA      | $9323338.57   | 0.36%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                                                                                   | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      310000 | PA      | $271451.08    | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1921433 | PA      | $1953728.56   | 0.07%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                                                                            | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     3443000 | PA      | $3085950.61   | 0.12%             | 2032-03-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      692142 | PA      | $613607.05    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $934292.26    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                                                                                                       | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      410000 | PA      | $391016.25    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      326000 | PA      | $349685.86    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                                                                                 | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     3796000 | PA      | $3024767.44   | 0.12%             | 2032-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264304.57    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                                       | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      745000 | PA      | $607234.60    | 0.02%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320094 IRS BRL R F 13.28500 2073200948_FIX CCPNDFPREDISWAP / Short: S07320094 IRS BRL P V 00MBRCDI 2073200948_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12319380 | OU      | $30707.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                                                                               | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      309000 | PA      | $292110.69    | 0.01%             | 2025-05-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      229000 | PA      | $221626.87    | 0.01%             | 2024-10-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15493.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |      780000 | PA      | $715286.11    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      996373 | PA      | $1002850.40   | 0.04%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                                            | Plains All American Pipeline LP                                                                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $968350.00    | 0.04%             | 2023-03-03      | Variable      | 8.72%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      490000 | PA      | $443905.31    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                                                                            | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     2889000 | PA      | $2633528.76   | 0.10%             | 2025-08-12      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                                               | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     3080000 | PA      | $2979900.00   | 0.11%             | 2023-08-09      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $184094.61    | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      610000 | PA      | $565383.10    | 0.02%             | 2030-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $171259.51    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      260000 | PA      | $248424.35    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                                                                                                                | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19897.62     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                                                                                       | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      380000 | PA      | $371619.02    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3147000 | PA      | $2802453.73   | 0.11%             | 2027-06-09      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $223.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      250000 | PA      | $237854.09    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                                              | PG&E Wildfire Recovery Funding LLC                                                                                                         | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20558.84     | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      280000 | PA      | $268728.31    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -72 | NC      | $-384709.72   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-30548.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3633149 | PA      | $2451430.40   | 0.09%             | 2041-07-04      | Fixed         | 0.45%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14980.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                                               | Japan Government Twenty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1090550000 | PA      | $8390444.46   | 0.32%             | 2023-03-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      110000 | PA      | $89696.08     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 35 LTD                                                                  | OCTAGON INVESTMENT PARTNERS 35 LTD                                                                                                         | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |     7405000 | PA      | $7361725.18   | 0.28%             | 2031-01-20      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      840000 | PA      | $721160.82    | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      910000 | PA      | $906345.92    | 0.03%             | 2023-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                                                                                       | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     3424000 | PA      | $3302311.04   | 0.13%             | 2025-04-29      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4974000 | PA      | $4251798.53   | 0.16%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-797727.52   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                                                              | El Puerto de Liverpool SAB de CV                                                                                                           | CUSIP: 283837AA0<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     2766000 | PA      | $2703765.00   | 0.10%             | 2024-10-02      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $224392.37    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      240000 | PA      | $175246.71    | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                                                  | Ally Financial Inc                                                                                                                         | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2351000 | PA      | $2577583.22   | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Delhaize America LLC                                                                                | Delhaize America LLC                                                                                                                       | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |      809000 | PA      | $990701.77    | 0.04%             | 2031-04-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| TD SYNNEX CORP                                                                                      | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1531938.06   | 0.06%             | 2024-08-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $68532.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07276752 IRS PLN R V 06MWIBOR 2072767529_FLO CCPVANILLA / Short: B07276752 IRS PLN P F  5.64250 2072767529_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9892470 | OU      | $-19776.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6433891 | PA      | $5920559.06   | 0.23%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $154422.20    | 0.01%             | 2041-06-01      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      517624 | PA      | $544722.63    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ESC LEHMAN BRTH HLDH PROD                                                                           | ESC LEHMAN BRTH HLDH PROD                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681267 | PA      | $2384.44      | 0.00%             | 2018-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129997.10    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07070337 CDS USD R V 03MEVENT 2070703375_PRO CCPCDX / Short: B07070337 CDS USD P F  1.00000 2070703375_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3522000 | OU      | $179930.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      890000 | PA      | $849950.00    | 0.03%             | 2025-02-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                             | Duke Energy Indiana LLC                                                                                                                    | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      290000 | PA      | $215400.26    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -306 | NC      | $1532641.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                                                                                  | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2300000 | PA      | $2334500.00   | 0.09%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1472430 | PA      | $1413276.28   | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                                                                                    | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     3311000 | PA      | $3254448.85   | 0.12%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                                            | Northwestern Mutual Life Insurance Co/The                                                                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      630000 | PA      | $479613.51    | 0.02%             | 2051-03-30      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                                                              | Prodigy Finance CM2021-1 DAC                                                                                                               | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |     2273753 | PA      | $2226516.09   | 0.09%             | 2051-07-25      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                                                                                  | CUSIP: 393505MR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      433104 | PA      | $432165.30    | 0.02%             | 2027-06-15      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                                                                                        | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     3666000 | PA      | $3152517.68   | 0.12%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      310000 | PA      | $228531.94    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457310 | PA      | $462194.42    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                                                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2749000 | PA      | $2675033.84   | 0.10%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      219000 | PA      | $175722.32    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                                        | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     1195000 | PA      | $1139689.39   | 0.04%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5752000 | PA      | $3720375.65   | 0.14%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                                                                     | Bermuda Government International Bond                                                                                                      | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      820000 | PA      | $701100.00    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2385.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4312000 | PA      | $2787970.64   | 0.11%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $490651.82    | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      340000 | PA      | $308859.79    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140L57D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      566575 | PA      | $478463.22    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3158000 | PA      | $2388752.57   | 0.09%             | 2037-02-04      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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