# EDGAR Filing Document

**Accession Number:** 0000895430
**File Stem:** 0000940400-25-013994
**Filing Date:** 2025-12
**Character Count:** 449537
**Document Hash:** 8753d735167b18aa4abc88dca217a9a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013994.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013994

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000895430

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07428
- **FILM NUMBER:** 251587663

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 18009920180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NICHOLAS APPLEGATE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19930328

## Series and Classes Contracts Data

### Voya Global Bond Fund (Series ID: S000012534)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000034078 | Class A      | INGBX           |
| C000034080 | Class C      | IGBCX           |
| C000034081 | Class I      | IGBIX           |
| C000079030 | Class W      | IGBWX           |
| C000105408 | Class R      | IGBRX           |
| C000122013 | Class R6     | IGBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Mutual Funds

- **b. Investment Company Act file number:** 811-07428

- **c. CIK number of Registrant:** 0000895430

- **d. LEI of Registrant:** 5493002558QOEAVY2M96

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** Voya Global Bond Fund

- **b. EDGAR series identifier (if any):** S000012534

- **c. LEI of Series:** 5MM0DBR0YE4H6D47WD26

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $142534759.66

**Total Liabilities:** $7293312.45

**Net Assets:** $135241447.21

**Delayed Delivery Securities:** $15000.00

**Stand-by Commitments:** $2169522.15

**Cash Not Reported:** $4863744.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68.18071000 | **1-Year:** 7182.29041000 | **5-Year:** 25859.17899000 | **10-Year:** 12440.32697000 | **30-Year:** -482.01095000

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

- **3-Month:** 3.58008000 | **1-Year:** 1306.88745000 | **5-Year:** 3086.36367000 | **10-Year:** 329.90820000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034078 | 1.74%                | 0.36%                | -0.44%               |
| Class ID C000034080 | 1.69%                | 0.43%                | -0.51%               |
| Class ID C000034081 | 1.77%                | 0.52%                | -0.43%               |
| Class ID C000079030 | 1.79%                | 0.52%                | -0.44%               |
| Class ID C000105408 | 1.72%                | 0.34%                | -0.46%               |
| Class ID C000122013 | 1.77%                | 0.52%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $186811.56               | $1395447.61                                |
| Month 2  | $102262.21               | $355966.20                                 |
| Month 3  | $88728.53                | $-379461.00                                |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2580.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    -1422000 | NC      | $-1606.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-4904.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1298446 | PA      | $31795.71     | 0.02%             | 2052-03-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      185707 | PA      | $102788.82    | 0.08%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $352652.03    | 0.26%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44539.07     | 0.03%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $28819.21     | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57416.69     | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36393.55     | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33767.82     | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9908811 | PA      | $540541.47    | 0.40%             | 2053-12-17      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397T4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1427433 | PA      | $108301.48    | 0.08%             | 2038-04-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17971.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12126.05     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199218.20    | 0.15%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4160.85      | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                 | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $501898.80    | 0.37%             | 2041-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       30000 | PA      | $34073.45     | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                       | DOMINION RES 0 12/05/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1992018.00   | 1.47%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35605.59     | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                          | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46543.59     | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5379.50      | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8443.86      | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-329.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10305.44     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19759.23     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317398 | PA      | $264339.24    | 0.20%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11260.16     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42036.37     | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3048.89      | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17800.68     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30558.97     | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411793 | PA      | $30943.88     | 0.02%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378FTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82771 | PA      | $1347.19      | 0.00%             | 2028-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10145.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      800000 | PA      | $630632.18    | 0.47%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12992.95     | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2551900000 | PA      | $578860.85    | 0.43%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3984.76      | 0.00%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26721.43     | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                        | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53720.55     | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      180000 | PA      | $186813.00    | 0.14%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31395VEC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      371451 | PA      | $24288.33     | 0.02%             | 2033-02-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $134207.46    | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33486.45     | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-170141.47   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23082.32     | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21708.03     | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       94000 | PA      | $92559.35     | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18502.79     | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $26836.42     | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27020.17     | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9244.34      | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                       | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56340.90     | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8099.09      | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8134.01      | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-34987.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28732.64     | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7215.96      | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                         | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54442.85     | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       28000 | PA      | $25259.33     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49662.56     | 0.04%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5037.12      | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19349.81     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41518.88     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $927525.58    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23510.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-402.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $29892.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44911.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6484.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $57910.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $98754.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1817.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-16638.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12980.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $26248.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4209.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $156740.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $112797.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42770.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12365.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $145631.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11882.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128302 | PA      | $115852.72    | 0.09%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4182.79      | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4463249 | PA      | $3650003.62   | 2.70%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2021-2 Mortgage Loan Trust                                                  | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575282 | PA      | $489436.07    | 0.36%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                               | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181511.99    | 0.13%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      291100 | PA      | $292208.68    | 0.22%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11427.92     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3137.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18507.29     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                               | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57061.46     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36912.29     | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19441.12     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      403000 | PA      | $401033.91    | 0.30%             | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      101000 | PA      | $103417.78    | 0.08%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $10469.35     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28616.32     | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23956064 | PA      | $316477.57    | 0.23%             | 2030-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                             | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73437.56     | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126940.99   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      118000 | PA      | $116262.59    | 0.09%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                          | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53213.80     | 0.04%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                             | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $244981.83    | 0.18%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652056 | PA      | $629908.77    | 0.47%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397FHA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      447882 | PA      | $34764.63     | 0.03%             | 2037-02-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13587.38     | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14292.18     | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57380.47     | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147528 | PA      | $138356.50    | 0.10%             | 2039-09-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8276.91      | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -1177000 | NC      | $-2596.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216873.53    | 0.16%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10931.13     | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80888.08     | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41306.67     | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38166.51     | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                       | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $83746.93     | 0.06%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21090.21     | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8230.09      | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      147000 | PA      | $149944.94    | 0.11%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      107000 | PA      | $106453.11    | 0.08%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          39 | NC      | $-12629.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                   | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $308898.06    | 0.23%             | 2029-07-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18345.80     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45143.81     | 0.03%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396WGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29331 | PA      | $27319.19     | 0.02%             | 2037-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2081.63      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7234.87      | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7857.91      | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                    | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $501348.60    | 0.37%             | 2038-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $30956.46     | 0.02%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      230000 | PA      | $239545.00    | 0.18%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45467.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76147.05     | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                     | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $21921.20     | 0.02%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50812.11     | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41405 | PA      | $37452.11     | 0.03%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                       | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $18034.11     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17565.15     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22771.25     | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      281000 | PA      | $278530.74    | 0.21%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3754.60      | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22736.29     | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION            | CURRENCY CONTRACT - ILS                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3933.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66111.57     | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ATCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6537102 | PA      | $648206.62    | 0.48%             | 2042-08-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $752052.90    | 0.56%             | 2038-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92012.04     | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201611.16    | 0.15%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27483.48     | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      282000 | PA      | $278649.16    | 0.21%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      301619 | PA      | $261369.99    | 0.19%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2025-9                                       | CUSIP: 36273FAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1113921.82   | 0.82%             | 2056-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                            | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |       11000 | PA      | $11368.57     | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          50 | NC      | $5148.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      692200 | PA      | $690334.31    | 0.51%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      634487 | PA      | $555954.37    | 0.41%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                          | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $502521.40    | 0.37%             | 2042-03-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327960 | PA      | $273618.31    | 0.20%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16495.47     | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                         | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46023.68     | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2015-3                                                                | CUSIP: 12649XBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76268 | PA      | $74058.18     | 0.05%             | 2045-03-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8367.66      | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3188.29      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9978.16      | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-286682.65   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     1331000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                             | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $650997.10    | 0.48%             | 2032-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                            | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38567.92     | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47736 | PA      | $63156.99     | 0.05%             | 2036-11-25      | Floating      | 11.96%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70013.26     | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1880.19      | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       94000 | PA      | $91795.28     | 0.07%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5273.34      | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22561.64     | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28253.69     | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                      | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21297.81     | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -7350000 | NC      | $-902.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31102 | PA      | $29018.20     | 0.02%             | 2036-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30320.44     | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      358236 | PA      | $336766.99    | 0.25%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AVMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3174621 | PA      | $422074.22    | 0.31%             | 2047-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55888.67     | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1045000 | PA      | $775889.60    | 0.57%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263945 | PA      | $238445.61    | 0.18%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                       | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20470.24     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                             | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4149.72      | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3642000 | PA      | $888411.46    | 0.66%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          51 | NC      | $24424.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17391.07     | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47163.96     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1848500 | PA      | $1845070.16   | 1.36%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250540.50    | 0.19%             | 2034-04-23      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395405 | PA      | $395922.08    | 0.29%             | 2036-02-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15570000 | PA      | $2317875.35   | 1.71%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                              | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22161.41     | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       42200 | PA      | $42561.83     | 0.03%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11119.94     | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394CSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1854447 | PA      | $60756.49     | 0.04%             | 2035-03-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     3136000 | NC      | $59504.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28596.11     | 0.02%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                       | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $44820.23     | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2083.88      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| 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        |       17158 | PA      | $16867.08     | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137ATEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2861021 | PA      | $579098.06    | 0.43%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31553.16     | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53969.16     | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124483.19    | 0.09%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      108122 | PA      | $129028.17    | 0.10%             | 2037-03-20      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5285.57      | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-8039.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8425 | PA      | $8182.39      | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       41000 | PA      | $43883.24     | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                        | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52607.60     | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95109 | PA      | $43726.91     | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15084.84     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65712.81     | 0.05%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002666.00   | 0.74%             | 2030-07-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2110000 | PA      | $367208.67    | 0.27%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551857.35    | 0.41%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17698.33     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - DKK                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2905.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       17000 | PA      | $18156.06     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                          | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66975.74     | 0.05%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299784.30    | 0.22%             | 2035-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7197.17      | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                        | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52440.65     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19366.47     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39375.69     | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| TEREX CORP                                     | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55842.27     | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207000 | PA      | $209163.75    | 0.15%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54533.96     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |    -1498000 | NC      | $-3304.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $293508.45    | 0.22%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19832.88     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      137000 | PA      | $134527.41    | 0.10%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1944.41      | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11136.13     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9431.39      | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7780 | PA      | $7356.66      | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26352.68     | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41081.31     | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7139.89      | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                         | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          22 | NC      | $47872.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                                  | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9036.99      | 0.01%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $187755.43    | 0.14%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31385.53     | 0.02%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       14600 | PA      | $14807.59     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379F5N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      482439 | PA      | $36840.72     | 0.03%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                           | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2078.47      | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56758 | PA      | $55024.25     | 0.04%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                     | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57803.68     | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $50283.70     | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182297 | PA      | $157969.57    | 0.12%             | 2036-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42336.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       41000 | PA      | $38983.71     | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12796.23     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                           | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16695.12     | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27860.64     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                            | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $220992.00    | 0.16%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                           | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31783.92     | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       19000 | PA      | $16816.11     | 0.01%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                       | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56015.36     | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                         | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      946900 | PA      | $959623.97    | 0.71%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4471.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4089.84      | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140276 | PA      | $48917.84     | 0.04%             | 2037-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397LF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277687 | PA      | $21953.85     | 0.02%             | 2038-07-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7187.52      | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                        | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52413.90     | 0.04%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $513147.70    | 0.38%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                        | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16480.71     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       40000 | PA      | $37876.73     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7217.83      | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16404.33     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1856.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -3724000 | NC      | $2850.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                           | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34124.80     | 0.03%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8820.86      | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29470.84     | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $211700.00    | 0.16%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102448.96    | 0.08%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       53000 | PA      | $53879.12     | 0.04%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       17000 | PA      | $18196.51     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21345.04     | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32075.58     | 0.02%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4072.18      | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5546.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FLV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1051285 | PA      | $1006518.41   | 0.74%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2609882 | PA      | $10534.92     | 0.01%             | 2049-08-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66047.85     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21844.99     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102869.81    | 0.08%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8200.66      | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27180.27     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28752.16     | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                 | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25983.48     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        6000 | PA      | $5931.91      | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association         | CURRENCY CONTRACT - COP                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1047.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1140000 | PA      | $173915.07    | 0.13%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92476.44     | 0.07%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       27000 | PA      | $28043.41     | 0.02%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125944 | PA      | $15037.75     | 0.01%             | 2042-02-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                       | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1284000 | PA      | $1439572.73   | 1.06%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30450.86     | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      195501 | PA      | $202451.06    | 0.15%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                           | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       55000 | PA      | $54978.92     | 0.04%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                         | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38553.80     | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                          | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30325.34     | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2586.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136APVH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4870542 | PA      | $401624.17    | 0.30%             | 2045-08-25      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51771.40     | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                 | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25851.25     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9992.77      | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11312.88     | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19458.86     | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37983.94     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NBN CO LTD                                     | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      271000 | PA      | $242750.07    | 0.18%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27624.72     | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18242.09     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     2843000 | NC      | $4072.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $203222.00    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                        | Schlumberger Holdings Corp                                                       | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2012.76      | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CBAM CLO Management LLC                        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |      445434 | PA      | $447150.55    | 0.33%             | 2038-01-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15161.64     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5381.61      | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4879 | PA      | $4811.16      | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78460.96     | 0.06%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15392.25     | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | 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        |       90000 | PA      | $80116.17     | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $699094.98    | 0.52%             | 2036-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          16 | NC      | $61677.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18900.11     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                       | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26058.55     | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                             | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37950.17     | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7167.36      | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58539 | PA      | $50728.28     | 0.04%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       19000 | PA      | $16520.85     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                          | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5219.00      | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TSSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55728 | PA      | $5077.79      | 0.00%             | 2031-04-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325YYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6147132 | PA      | $603294.01    | 0.45%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9365.55      | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          70 | NC      | $-642.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7136.83      | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                 | Structured Asset Securities Corp                                                 | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         809 | PA      | $809.09       | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19828.66     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      294900 | PA      | $298609.29    | 0.22%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3144.37      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003258.00   | 0.74%             | 2041-08-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54154.66     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8245.18      | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3148.50      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54559.87     | 0.04%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CURRENCY CONTRACT - RON                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2805.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                  | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $69883.58     | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24829.00     | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40945.08     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9426.13      | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                        | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33381.67     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                       | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56741.27     | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AQ7G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      648118 | PA      | $44050.88     | 0.03%             | 2032-05-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21461.66     | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19821.28     | 0.01%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72282.88     | 0.05%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUXL 30Y BND                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          18 | NC      | $87443.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31398GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1232760 | PA      | $95294.84     | 0.07%             | 2040-01-25      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13198.67     | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      184000 | PA      | $180957.16    | 0.13%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6401.05      | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502619.50    | 0.37%             | 2037-07-23      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $211302.77    | 0.16%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35301.78     | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26695.81     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54237.10     | 0.04%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                     | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $214121.57    | 0.16%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2707.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14441 | PA      | $14036.63     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4220.07      | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                              | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48226.03     | 0.04%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3079.31      | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16515.97     | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28890.74     | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $66945.40     | 0.05%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust Series 2025-3                                           | CUSIP: 46593RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $305836.80    | 0.23%             | 2055-09-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27045.76     | 0.02%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $208640.00    | 0.15%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-OAT                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          49 | NC      | $140219.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          40 | NC      | $99093.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bay View Federal Savings And L                 | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $501754.50    | 0.37%             | 2035-05-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32752.49     | 0.02%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10110.98     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $27338.55     | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |        2000 | PA      | $2118.97      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                          | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31422.27     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3056.19      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                       | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7860.97      | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26633.50     | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23952.06     | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3489.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30773.30     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       74000 | PA      | $73099.50     | 0.05%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35215.87     | 0.03%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18939.78     | 0.01%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WYV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      470668 | PA      | $45424.86     | 0.03%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64807 | PA      | $63648.98     | 0.05%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $66093.76     | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23390.04     | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301126.50    | 0.22%             | 2037-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56365.65     | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           8 | NC      | $-3674.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54995.84     | 0.04%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31997.20     | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53887 | PA      | $27685.84     | 0.02%             | 2035-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $53973.67     | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75259.21     | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34443.44     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2153.73      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16343.62     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13467.37     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $212750.01    | 0.16%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20770.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42016.76     | 0.03%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39156.60     | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AN3C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3181315 | PA      | $709245.98    | 0.52%             | 2045-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                               | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39116.08     | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43167.24     | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                             | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51299.51     | 0.04%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73843 | PA      | $67325.43     | 0.05%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77178 | PA      | $5391.43      | 0.00%             | 2031-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      149075 | PA      | $1928.11      | 0.00%             | 2040-09-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12482.10     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -3724000 | NC      | $3700.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16678.80     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34693.61     | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |     1239000 | NS      | $1239000.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.             | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |      538000 | PA      | $538000.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35509.84     | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9220000 | PA      | $420904.21    | 0.31%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8321993 | PA      | $83.22        | 0.00%             | 2030-10-05      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207456.17    | 0.15%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                 | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $756971.85    | 0.56%             | 2039-06-10      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       49000 | PA      | $46106.67     | 0.03%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -7448000 | NC      | $-3897.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36923.99     | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       40000 | PA      | $48677.78     | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                        | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12163.88     | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       15000 | PA      | $15309.75     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37531.10     | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36163.80     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35717.69     | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18373.04     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38864.98     | 0.03%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40646.16     | 0.03%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -14700000 | NC      | $2796.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396PVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257426 | PA      | $20024.81     | 0.01%             | 2037-03-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       19000 | PA      | $19235.81     | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      253000 | PA      | $263814.26    | 0.20%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $17510.93     | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       21000 | PA      | $21919.34     | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16229.68     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25314.88     | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37121 | PA      | $35886.18     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4729825 | PA      | $5429.37      | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |        6000 | PA      | $6008.04      | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2904.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40616.92     | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      325000 | PA      | $360100.00    | 0.27%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $753003.75    | 0.56%             | 2037-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9302.40      | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397UGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1774084 | PA      | $181979.06    | 0.13%             | 2041-06-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |      195379 | PA      | $194778.09    | 0.14%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25621.67     | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AKWP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3726474 | PA      | $449739.01    | 0.33%             | 2042-01-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22666.41     | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8230.38      | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | AUST 3YR BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          17 | NC      | $-5703.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4974.35      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-4                                                    | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $218925.15    | 0.16%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61106 | PA      | $61651.67     | 0.05%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12398.92     | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26745.55     | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6953787 | PA      | $248331.56    | 0.18%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1333918 | PA      | $1309708.08   | 0.97%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17481.32     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4703.99      | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $62739.40     | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association         | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20186.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23639.03     | 0.02%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5625852 | PA      | $67219.08     | 0.05%             | 2060-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10271.46     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38375.07     | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418AQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      736302 | PA      | $700130.97    | 0.52%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6265.49      | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59508.83     | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23292.66     | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                       | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $13542.24     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8222.30      | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7698.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    -1331000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       30000 | PA      | $31395.45     | 0.02%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203388.00    | 0.15%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                         | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10218.84     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       27000 | PA      | $28242.09     | 0.02%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30908.08     | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31498.02     | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25710.42     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $690169.05    | 0.51%             | 2034-10-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40833.28     | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      470384 | PA      | $36064.26     | 0.03%             | 2040-09-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35144.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $444294.75    | 0.33%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20291.81     | 0.02%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                 | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53709 | PA      | $47384.66     | 0.04%             | 2037-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       27000 | PA      | $28089.86     | 0.02%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BX Trust                                       | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $597268.14    | 0.44%             | 2036-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BKG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4252206 | PA      | $503789.27    | 0.37%             | 2045-06-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57288.55     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41793000 | PA      | $1351761.53   | 1.00%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500486.00    | 0.37%             | 2030-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $15251.95     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2686.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4088.18      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                       | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $66903.27     | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5431142 | PA      | $322639.15    | 0.24%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23095.77     | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17924.46     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27236.36     | 0.02%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36440.46     | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $263857.14    | 0.20%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33431.68     | 0.02%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                              | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24926.89     | 0.02%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-420649.32   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13693.96     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                       | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $47917.92     | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14008.15     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       30000 | PA      | $30836.79     | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         275 | PA      | $273.96       | 0.00%             | 2050-03-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9316.38      | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6165.86      | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6664.49      | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27926.45     | 0.02%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397LN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225823 | PA      | $19023.54     | 0.01%             | 2038-07-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BTP                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          28 | NC      | $80837.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23562.50     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19599.68     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93200 | PA      | $82478.45     | 0.06%             | 2039-09-25      | Floating      | 1.24%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307669 | PA      | $141052.57    | 0.10%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13282.03     | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                           | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25713.05     | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19560.79     | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3509868 | PA      | $321811.86    | 0.24%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56121.78     | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36285.45     | 0.03%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1207.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                       | DOMINION RES 11/05/2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1604000 | PA      | $1603091.33   | 1.19%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8581000 | PA      | $43906.83     | 0.03%             | 2049-08-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53915.54     | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18448.19     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                       | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       40000 | PA      | $35665.91     | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      389712 | PA      | $338061.71    | 0.25%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      776500 | PA      | $776136.02    | 0.57%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35518.45     | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42857.22     | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31524.49     | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - SEK                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7245.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4033.34      | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51752.65     | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12695.44     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1532875 | PA      | $158732.49    | 0.12%             | 2041-05-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                       | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15280.93     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $39227.54     | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144731 | PA      | $135258.44    | 0.10%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       59000 | PA      | $55605.67     | 0.04%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30914.89     | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23595.83     | 0.02%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - HKD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI INC                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29692.31     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26010.46     | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219135 | PA      | $185873.99    | 0.14%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29799.37     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                            | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54255.00     | 0.04%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54877.36     | 0.04%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54501.68     | 0.04%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      215000 | PA      | $228022.95    | 0.17%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187331 | PA      | $7266.54      | 0.01%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6019.08      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14236.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26013.73     | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15406.86     | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53456.23     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31031.92     | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28911.50     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19609 | PA      | $19044.39     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                    | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $202165.00    | 0.15%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture XXVII CLO Ltd                                                            | CUSIP: 92331LBG4<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601247.40    | 0.44%             | 2030-07-20      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19067.96     | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      262834 | PA      | $218968.93    | 0.16%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                  | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-189.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63625 | PA      | $63984.24     | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31393APM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70925 | PA      | $73324.91     | 0.05%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85971.60     | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8232.80      | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                         | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       18664 | PA      | $3391832.12   | 2.51%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26203.31     | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137A0PK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1018676 | PA      | $110073.36    | 0.08%             | 2040-07-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62487.01     | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37778.07     | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $84926.40     | 0.06%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -7448000 | NC      | $-1327.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3189.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42049.41     | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BSLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6758175 | PA      | $779243.26    | 0.58%             | 2046-10-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $840948.15    | 0.62%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       55000 | PA      | $59435.75     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45103.85     | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ATFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8834736 | PA      | $952016.13    | 0.70%             | 2046-08-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64555.13     | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37876.50     | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56470.54     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                              | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57305.82     | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17258.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22138.35     | 0.02%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54261.09     | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6243.08      | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7256.93      | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2020-5 Ltd                                               | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250120.75    | 0.18%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       12000 | PA      | $12281.49     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40202.64     | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        4000 | PA      | $2896.16      | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F64U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10761783 | PA      | $1023766.77   | 0.76%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376TUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15857 | PA      | $207.34       | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -3724000 | NC      | $1494.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                           | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $56954.70     | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17648.43     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15466.29     | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118003 | PA      | $114016.47    | 0.08%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26364.10     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7670836 | PA      | $741017.74    | 0.55%             | 2049-12-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                  | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      970907 | PA      | $971702.09    | 0.72%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25218.51     | 0.02%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69008 | PA      | $62491.92     | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27635.37     | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     2495000 | NC      | $27535.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21967.93     | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20501.64     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                       | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $229911.25    | 0.17%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                       | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40725.24     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1905.21      | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7648.86      | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2024-I                                                           | CUSIP: 06763VAA3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $851742.50    | 0.63%             | 2037-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12321.35     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1669817 | PA      | $105813.81    | 0.08%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53281.25     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -26812800 | NC      | $-238.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197552.40    | 0.15%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2420000 | PA      | $407528.42    | 0.30%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34483.69     | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19418.49     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53098.90     | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396VQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      638270 | PA      | $62960.70     | 0.05%             | 2037-04-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       21000 | PA      | $22137.37     | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAG9<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500905.50    | 0.37%             | 2039-01-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $228124.62    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81671.34     | 0.06%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -7448000 | NC      | $5566.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29228.23     | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52856.70     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38381WZ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4634880 | PA      | $832286.13    | 0.62%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      112000 | PA      | $110028.92    | 0.08%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15537.69     | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $11000.71     | 0.01%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37836.32     | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58975 | PA      | $64269.25     | 0.05%             | 2035-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5623.47      | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                       | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       55000 | PA      | $55519.53     | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |    -2490000 | NC      | $-8075.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $64170.24     | 0.05%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1004114.80   | 0.74%             | 2038-03-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235902 | PA      | $223464.29    | 0.17%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44845.20     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26045.80     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15721.77     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39967.36     | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54762.19     | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21545.08     | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56190.99     | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -1489600 | NC      | $7538.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       64000 | PA      | $68773.01     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7293.98      | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34686.60     | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16349.50     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13092.85     | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23001.75     | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                           | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501045.50    | 0.37%             | 2038-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21445.72     | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376JGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3581658 | PA      | $72862.38     | 0.05%             | 2034-01-16      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40192.35     | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |    -1300000 | NC      | $-3970.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30398.36     | 0.02%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       28000 | PA      | $24447.55     | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6190.19      | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30159.60     | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       32000 | PA      | $32409.36     | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24540.58     | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4325.17      | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $76189.43     | 0.06%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |       13560 | PA      | $12751.89     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4063.28      | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-69594.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11403.71     | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136A0J73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      660679 | PA      | $46736.78     | 0.03%             | 2041-09-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       88000 | PA      | $90243.22     | 0.07%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $705340.79    | 0.52%             | 2041-09-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32691.46     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204524.82    | 0.15%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                            | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $501293.20    | 0.37%             | 2040-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5247.35      | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                            | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $202560.00    | 0.15%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137B8UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      428991 | PA      | $34607.90     | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27781.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25999.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7070000 | PA      | $1342420.80   | 0.99%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4078.49      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56927.53     | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23827.34     | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17475.51     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8636378 | PA      | $555251.77    | 0.41%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6072.43      | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40861.93     | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | 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        |        6000 | PA      | $5729.42      | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4272.75      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    -2495000 | NC      | $-61384.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33844.16     | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7959 | PA      | $8314.86      | 0.01%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17354.97     | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                             | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14875.70     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                 | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102913.49    | 0.08%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6107.25      | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31187.92     | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33728.42     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AXNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254445 | PA      | $14263.73     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $714775.91    | 0.53%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -2367400 | NC      | $-8896.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34156.83     | 0.03%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23726.92     | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       51000 | PA      | $45387.80     | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4246.82      | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7793.68      | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14864.71     | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                             | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $208100.00    | 0.15%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       21000 | PA      | $21662.77     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2017.75      | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       93000 | PA      | $95668.02     | 0.07%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5859.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54037.54     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37830.51     | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       53000 | PA      | $53683.67     | 0.04%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5775.72      | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       23000 | PA      | $23605.25     | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6199.04      | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379JGH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6977373 | PA      | $1507074.82   | 1.11%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |       54000 | PA      | $54674.75     | 0.04%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14045.06     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37508 | PA      | $36365.74     | 0.03%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -28 | NC      | $-14143.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                 | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $479225.20    | 0.35%             | 2051-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19404.92     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                         | Russian Federal Bond - OFZ                                                       | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    47938000 | PA      | $0.00         | 0.00%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21424.47     | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       98000 | PA      | $96989.16     | 0.07%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40280 | PA      | $37860.10     | 0.03%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27114.24     | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38380BA88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2507046 | PA      | $398026.86    | 0.29%             | 2046-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56026.41     | 0.04%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23787.85     | 0.02%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     1489600 | NC      | $-18294.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28928.54     | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6216.78      | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP DI 11/05/25                       | ENTERGY CORP DI 11/05/25                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2498580.25   | 1.85%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       21000 | PA      | $21644.03     | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105079.86    | 0.08%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6917.32      | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15435.04     | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6356.96      | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67628.07     | 0.05%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21101.36     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -7448000 | NC      | $5526.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24686.42     | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      893024 | PA      | $20344.33     | 0.02%             | 2052-02-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41648.56     | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67658.58     | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44642.19     | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20526.61     | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                   | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216794 | PA      | $201656.08    | 0.15%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                               | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31186.65     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63075.30     | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                       | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52092.10     | 0.04%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -7448000 | NC      | $4711.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22775.98     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26073.82     | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      169000 | PA      | $163605.29    | 0.12%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325VBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6000734 | PA      | $1211144.09   | 0.90%             | 2039-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19678.28     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                 | PMT Loan Trust 2025-INV8                                                         | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195193 | PA      | $196994.36    | 0.15%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17709.51     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57116.64     | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42952.59     | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22083.07     | 0.02%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |    -1489600 | NC      | $-4796.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8325.93      | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131110 | PA      | $2099.13      | 0.00%             | 2040-07-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14408.01     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52307.71     | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       23000 | PA      | $20064.92     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12695.56     | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29776.27     | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18273.33     | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22760.54     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $500654.00    | 0.37%             | 2036-02-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -3724000 | NC      | $2168.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6242.67      | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14323.80     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16545.59     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                        | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41690.03     | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29447.27     | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                       | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38950.77     | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       18000 | PA      | $14965.50     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                       | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38673.93     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                  | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21692.73     | 0.02%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104833.09    | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -48 | NC      | $7126.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                     | 10YR MINI JGB                                                                    | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |         -32 | NC      | $17149.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67398.83     | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $504124.60    | 0.37%             | 2044-08-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70793.07     | 0.05%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14072.69     | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                        | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19093.41     | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207542.95    | 0.15%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7283.32      | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167892 | PA      | $146162.88    | 0.11%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31059.60     | 0.02%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8313.23      | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     7382300 | NC      | $108395.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $119942.70    | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      208000 | PA      | $209559.31    | 0.15%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31420.17     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17755.72     | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4000000 | PA      | $1251299.57   | 0.93%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27707.64     | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3995.91      | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       55000 | PA      | $56550.23     | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       58000 | PA      | $58594.22     | 0.04%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $66890.45     | 0.05%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -7448000 | NC      | $4161.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $203177.00    | 0.15%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8603.51      | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19244.28     | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8012.81      | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                       | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25725.29     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10234.68     | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33426.47     | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                       | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36882.44     | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30597.14     | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154426 | PA      | $158705.34    | 0.12%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24         | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           4 | NC      | $-509.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $87733.01     | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57439.42     | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      238000 | PA      | $246368.70    | 0.18%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27574.06     | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                          | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       36000 | PA      | $36413.20     | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                 | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3399444 | PA      | $19186.12     | 0.01%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11649.11     | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7353.87      | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5656.90      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12244.77     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     2367400 | NC      | $-46429.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $214280.00    | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219430.34    | 0.16%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14041.85     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67349.94     | 0.05%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7946.47      | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153031.25    | 0.11%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36131 | PA      | $34696.00     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAY7<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250202.25    | 0.19%             | 2035-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       16000 | PA      | $17254.22     | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7564.66      | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $203364.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25122.83     | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7782.54      | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42382.02     | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21485.31     | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61709.27     | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55739.75     | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| HORACE MANN EDUCATORS CO                       | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35708.89     | 0.03%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212943.54    | 0.16%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26447.20     | 0.02%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                               | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41844.96     | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-44938.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87385.19     | 0.06%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5520.20      | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32091.18     | 0.02%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       11000 | PA      | $11140.94     | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1439000 | PA      | $1150851.26   | 0.85%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20683.46     | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                     | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |       99537 | PA      | $99537.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                           | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48489.85     | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      250000 | PA      | $271500.00    | 0.20%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8924.15      | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-69115.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35745.94     | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                       | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $56091.97     | 0.04%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      175000 | PA      | $181914.85    | 0.13%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WSJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5018868 | PA      | $888569.59    | 0.66%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                                | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8250.33      | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                        | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38812.54     | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $285815.02    | 0.21%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137F5YQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      959982 | PA      | $915483.37    | 0.68%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7842.73      | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31398WRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182819 | PA      | $18747.58     | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $85935.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                           | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4172.82      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207571.40    | 0.15%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14144.25     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                           | Grupo Energia Bogota SA ESP                                                      | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $199905.00    | 0.15%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37524.38     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36271.49     | 0.03%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                       | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      837000 | PA      | $430315.54    | 0.32%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34925.92     | 0.03%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8905.65      | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                               | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207900.35    | 0.15%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $47906.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $12728.16     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       37000 | PA      | $38195.29     | 0.03%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44938.40     | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |        7000 | PA      | $7294.67      | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9174.37      | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26220.62     | 0.02%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9020.47      | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214639.90    | 0.16%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAF33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4406808 | PA      | $551088.24    | 0.41%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91000 | PA      | $89563.74     | 0.07%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -14699000 | NC      | $-1483.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $219997.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16819.58     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35351.08     | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                             | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19131.17     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41480.92     | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WSH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2497477 | PA      | $421144.65    | 0.31%             | 2046-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4110.60      | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34593.58     | 0.03%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10294.52     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       40000 | PA      | $41190.88     | 0.03%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                  | CitiMortgage Alternative Loan Trust Series 2006-A3                               | CUSIP: 17309KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207449 | PA      | $184200.68    | 0.14%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2489.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                         | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23506.00     | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9171.34      | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      534254 | PA      | $31949.60     | 0.02%             | 2031-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5176.71      | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                          | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31319.70     | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                 | GreenPoint Mortgage Funding Trust 2006-AR3                                       | CUSIP: 39538WHF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134746 | PA      | $122579.35    | 0.09%             | 2036-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $215400.00    | 0.16%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21532.06     | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21555.05     | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $449305.65    | 0.33%             | 2038-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1051986.39  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $517339.70    | 0.38%             | 2042-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397LLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400648 | PA      | $39908.09     | 0.03%             | 2036-11-25      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48586.56     | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68365.96     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $574889.31    | 0.43%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25094.52     | 0.02%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 11/21/2025                      | ORACLE CORP NE 11/21/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997646.40    | 0.74%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $58446.85     | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128179.75    | 0.09%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300387.30    | 0.22%             | 2033-04-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-12410.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      215000 | PA      | $225740.60    | 0.17%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WSF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      800765 | PA      | $37302.68     | 0.03%             | 2031-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation Clo 2021-13 Ltd                                                        | CUSIP: 28622EAY4<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000274.00   | 0.74%             | 2034-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1589593 | PA      | $108923.68    | 0.08%             | 2040-11-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                  | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21229.30     | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       17000 | PA      | $17724.57     | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8174.99      | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $19382.13     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                  | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60229.35     | 0.04%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16891.62     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $65925.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                 | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101514 | PA      | $98006.14     | 0.07%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380029 | PA      | $49702.52     | 0.04%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                               | CUSIP: 31325WSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      641075 | PA      | $21404.16     | 0.02%             | 2031-02-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14403.57     | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                  | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40504.51     | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP0 C 11/05/2025                       | SYSCO CORP0 C 11/05/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2198769.10   | 1.63%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5553 | PA      | $5212.94      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      235210 | PA      | $219685.68    | 0.16%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60770.82     | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                     | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       67000 | PA      | $66332.45     | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-145448.83   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55127.66     | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                              | Mountain View CLO XVIII Ltd                                                      | CUSIP: 623908AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $451548.45    | 0.33%             | 2037-10-16      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5664.87      | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21047.88     | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18596.41     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2006-WF1                                           | CUSIP: 17307G4K1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318447 | PA      | $150234.78    | 0.11%             | 2036-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11000 | PA      | $11138.02     | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                   | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $63460.46     | 0.05%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                          | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $69673.03     | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     8250000 | PA      | $285975.34    | 0.21%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-49506.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                            | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      482582 | PA      | $403053.79    | 0.30%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8926.32      | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10262.60     | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                                | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      704327 | PA      | $586286.69    | 0.43%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                 | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $502688.00    | 0.37%             | 2039-12-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      131000 | PA      | $130633.20    | 0.10%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                 | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $27183.43     | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30328.08     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      120000 | PA      | $128622.80    | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14400.69     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.          | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8910.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       27000 | PA      | $26972.20     | 0.02%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                               | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24850.15     | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       59000 | PA      | $53153.38     | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4311.12      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10527.56     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                           | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $8508.57      | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25482.70     | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108688 | PA      | $109423.25    | 0.08%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                        | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50121.92     | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                 | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25652.31     | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-27096.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10234.52     | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                         | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25911.84     | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34860.92     | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       12000 | PA      | $12483.20     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13833000000 | PA      | $977792.63    | 0.72%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115425.07    | 0.09%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4203.81      | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                       | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52548.65     | 0.04%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       23000 | PA      | $19722.87     | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1525000 | PA      | $446685.01    | 0.33%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37844.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41352.58     | 0.03%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       58000 | PA      | $55741.00     | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62173.50     | 0.05%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      243989 | PA      | $136633.84    | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15562.65     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35548.55     | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35517.85     | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10777.80     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9271.80      | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      597800 | PA      | $595651.66    | 0.44%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** Voya Mutual Funds

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration