# EDGAR Filing Document

**Accession Number:** 0000895430
**File Stem:** 0000940400-26-024978
**Filing Date:** 2026-6
**Character Count:** 466209
**Document Hash:** 11438d199d1bc1ed6c3ca0bf5d925fae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024978.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024978

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**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:** 261107411

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $86444995.19

**Total Liabilities:** $6004982.93

**Net Assets:** $80440012.26

**Stand-by Commitments:** $4782464.03

**Cash Not Reported:** $4122784.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -388.36677000 | **1-Year:** 587.04978000 | **5-Year:** 6641.79081000 | **10-Year:** 2222.29184000 | **30-Year:** -1810.99241000

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

- **3-Month:** 1.93976000 | **1-Year:** 730.07859000 | **5-Year:** 2084.19805000 | **10-Year:** 232.18178000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034078 | 1.69%                | -4.07%               | 1.34%                |
| Class ID C000034080 | 1.78%                | -4.15%               | 1.29%                |
| Class ID C000034081 | 1.72%                | -3.94%               | 1.37%                |
| Class ID C000079030 | 1.74%                | -4.00%               | 1.38%                |
| Class ID C000105408 | 1.67%                | -4.08%               | 1.32%                |
| Class ID C000122013 | 1.72%                | -3.93%               | 1.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $76084.23                | $863296.56                                 |
| Month 2  | $-8179.48                | $-1920810.36                               |
| Month 3  | $179320.81               | $-91961.39                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BROWN BROTHERS HARRIMAN & CO.                                                     | CURRENCY CONTRACT - SGD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-430.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17169.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         35 | NC      | $-52588.07    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                      | INDOGB 8.375 04/15/39 FR79                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 8833000000 | PA      | $575140.13    | 0.71%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                              | LMT 5.25 01/15/33                                           | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4161.78      | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                                | BX 2 01/30/32 144A                                          | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9396.87      | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                     | MTB V3.5 PERP                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20710.74     | 0.03%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                              | POLGB 7.5 07/25/28 0728                                     | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1525000 | PA      | $445561.22    | 0.55%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V4.452 12/05/29                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18964.99     | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 3.5 09/01/30                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24725.99     | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC                                                       | RJF 5.65 09/11/55                                           | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      34000 | PA      | $32492.36     | 0.04%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 6.55 02/04/46                                          | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10237.20     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                              | CHTR 6.1 06/01/29                                           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16527.71     | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | EURO(FGBX) Buxl Futures, EUROBUXL                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         13 | NC      | $-40294.58    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 4.9 09/01/29                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16080.86     | 0.02%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | TMUS 3.875 04/15/30                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4869.50      | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V5.33 07/23/35                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4016.31      | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                  | BMARK 2019-B9 XA                                            | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1272672 | PA      | $26834.67     | 0.03%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                      | INTNED 4.05 04/09/29                                        | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     355000 | PA      | $350929.60    | 0.44%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                             | AON 5.15 03/01/29                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $13237.27     | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                     | CME 4.4 03/15/30                                            | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20071.06     | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANEST 6.75 05/01/33 144A                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41114.04     | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 2.9 03/01/27                                             | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16801.60     | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXC 5.15 03/15/28                                           | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15176.52     | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | 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      | $4845.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MORTGAGE TRUST                                                 | BMARK 2020-B21 XA                                           | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9778601 | PA      | $484361.99    | 0.60%             | 2053-12-17      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                           | KEY V5.305 01/28/37                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24564.38     | 0.03%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3424 HI                                                 | CUSIP: 31397T4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1339047 | PA      | $90966.77     | 0.11%             | 2038-04-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                     | F 5.113 05/03/29                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198820.41    | 0.25%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                            | ES 5.4 06/01/34                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4094.10      | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE                                         | WCORE 2024-CORE C                                           | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501798.10    | 0.62%             | 2041-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                             | DGX 4.625 12/15/29                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16109.03     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                             | SO 5.85 11/15/33                                            | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2111.76      | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                           | TIHLLC 7.125 06/01/31 144A                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25131.19     | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 5.8 03/01/34                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4115.33      | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | 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      | $12634.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | CARGIL 5.125 02/11/35 144A                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5066.61      | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 5.6 06/01/29                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8202.55      | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ1                                      | GSMBS 2022-PJ1 A4                                           | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304527 | PA      | $250405.83    | 0.31%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                     | ADP 4.75 05/08/32                                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19153.87     | 0.02%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                         | EVRG 5.25 03/15/35                                          | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5043.94      | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                       | VTRS 3.85 06/22/40                                          | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3077.73      | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                  | LPLA 5.15 06/15/30                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14108.64     | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                     | NEE 5.3 06/15/34                                            | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8229.75      | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2013-44 DI                                              | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     369502 | PA      | $25563.25     | 0.03%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2013-5 NI                                               | CUSIP: 38378FTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      45916 | PA      | $495.42       | 0.00%             | 2028-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                | Long Gilt Future - ICEU, Jun26                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         12 | NC      | $-99017.18    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                 | NRUC 1.65 06/15/31 MTN                                      | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6064.52      | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                   | COLTES 7.75 09/18/30 B                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2551900000 | PA      | $560339.44    | 0.70%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V3.97 03/05/29 MTN                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3965.36      | 0.00%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-13 LTD                                                         | AWPT 2021-13A A1R                                           | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249736.50    | 0.31%             | 2034-07-17      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                           | GCILLC 4.75 10/15/28 144A                                   | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24479.19     | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                      | ECOPET 8.375 01/19/36                                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     180000 | PA      | $187146.00    | 0.23%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 4.7 11/15/35                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18661.55     | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V5.433 01/23/47                                         | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39006.21     | 0.05%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 2989 GU                                                 | CUSIP: 31395VEC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     320618 | PA      | $18356.81     | 0.02%             | 2033-02-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | RPRX 1.75 09/02/27                                          | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $135195.51    | 0.17%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | Euro(FGBL) Bund Futures, EUROBUND                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -28 | NC      | $85267.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                                       | VTRS 2.7 06/22/30                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15494.63     | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | UBER 4.3 01/15/30                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10918.63     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 2.55 03/15/31                                            | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9948.30      | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                           | VRT 5.65 03/15/46                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19302.02     | 0.02%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V3.419 12/20/28                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42297.95     | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                         | LHX 5.05 06/01/29                                           | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9157.14      | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                        | PENSKE 5.25 02/01/30 144A                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12171.91     | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                   | CAT 5.2 05/15/35                                            | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12308.22     | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                                               | SIRI 5.875 04/15/32 144A                                    | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19677.74     | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                   | CVS 5.125 02/21/30                                          | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4066.73      | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                        | Two-Year Government of Canada Bond Futures, Jun-2026        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         10 | NC      | $-3453.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                              | J 4.75 03/03/31                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9898.46      | 0.01%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 4.8 09/01/28                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4020.57      | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC 3 10/23/26                                              | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12935.72     | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                    | BWA 5.4 08/15/34                                            | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3049.07      | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HOLDINGS II LLC                                                       | MTCHII 3.625 10/01/31 144A                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31392.43     | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | RPRX 2.2 09/02/30                                           | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      13000 | PA      | $11743.87     | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY (THE)                                                             | HSY 4.95 02/24/32                                           | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22515.50     | 0.03%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                            | SUMIAL 5.2 07/15/31 MTN                                     | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8046.33      | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKHO 6.375 03/01/32 144A                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20328.16     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                                    | WSPCN 5.039 09/18/31 144A                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24903.44     | 0.03%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   -9350000 | NC      | $-23269.32    | -0.03%            |  |  |  | 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      | $-9884.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | EUR CALL VERSUS GBP PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |      31000 | NC      | $606.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -7448000 | NC      | $14382.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    7382300 | NC      | $107694.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   -4080000 | NC      | $-7938.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                        | MINI JAP GOVT BOND FUTURES, June 2026                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |        -20 | NC      | $29625.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -478000 | NC      | $-1131.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |     869000 | NC      | $2724.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS CDX.NA.IG.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4837.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -2320000 | NC      | $25890.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     816000 | NC      | $160.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                         | CLP CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |     875000 | NC      | $4449.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   -6515000 | NC      | $-4387.78     | -0.01%            |  |  |  | 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      | $13749.77     | 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      | $75128.27     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $23199.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $205285.52    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-20190.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS MXN                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $23502.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4656.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $111334.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-6100.94     | -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      | $142051.88    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $3682.97      | 0.00%             |  |  |  | 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      | $-20796.93    | -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      | $28412.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | IRS CNY                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-19495.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                            | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-79944.79    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $90985.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-79606.14    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $-15317.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                             | TRS FVA USDMXN                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11406.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $17325.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $147163.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                           | IRS BRL                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $887.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS ITRAXX.EU.44.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2617.63     | -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      | $53306.54     | 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      | $-5209.71     | -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      | $49102.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-213020.58   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3773.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS ZAR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-152.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS KRW                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-154743.72   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-56751.83    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-72174.85    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $199834.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS CDX.EM.44.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $62927.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $51632.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                          | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-277699.80   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS PLN                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $38633.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS ZAR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9613.36     | -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      | $734675.56    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-64524.16    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-24265.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                  | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $6010.28      | 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      | $-593767.72   | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $237056.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    1870000 | NC      | $715.14       | 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      | $139513.59    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                         | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-55769.60    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | IRS BRL                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $5680.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                          | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-79682.24    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                          | TRS GOVERNMENT OF JAPAN                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-14338.41    | -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      | $1878.28      | 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      | $-3356.67     | -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      | $-16875.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                          | IRS BRL                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2397.33      | 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      | $-21599.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -2320000 | NC      | $-28433.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                               | OBX 2020-INV1 A21                                           | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121919 | PA      | $109755.62    | 0.14%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CI 5.4 03/15/33                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4116.10      | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUST                                                   | COLT 2021-2 A1                                              | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     524583 | PA      | $444252.56    | 0.55%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.75 05/15/28                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     291100 | PA      | $290321.08    | 0.36%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | CRBG 3.9 04/05/32                                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4701.91      | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                      | SGI 3.875 10/15/31 144A                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18509.65     | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                  | CNK 7 08/01/32 144A                                         | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25854.50     | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE                           | CAN 2 12/01/51                                              | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     350000 | PA      | $177753.16    | 0.22%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                       | EQNR 4.75 11/14/35                                          | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      80000 | PA      | $78844.83     | 0.10%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 6.55 03/15/56                                           | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23853.29     | 0.03%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASX 24                                                                            | ASX 3 Year Treasury Bond Futures                            | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |          4 | NC      | $-2058.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 6.05 03/13/76                                          | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18735.78     | 0.02%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | TMUS 5.3 05/15/35                                           | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8063.38      | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL BUSINESS MACHINES CORP                                              | IBM 4.8 02/10/30 ..                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     101000 | PA      | $101894.99    | 0.13%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                  | LPLA 5.2 03/15/30                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13130.28     | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                  | CP 2.875 11/15/29                                           | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4743.40      | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHMS K151 X1                                                | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   23625150 | PA      | $279431.19    | 0.35%             | 2030-04-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                | EVRI 9.25 07/01/32 144A                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21279.96     | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V2.947 02/24/28                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43489.10     | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                                                       | SJI 5.02 04/15/31                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61169.42     | 0.08%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                     | FREMOR 9.125 05/15/31 144A                                  | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25925.35     | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -7 | NC      | $12903.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3271 SB                                                 | CUSIP: 31397FHA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     371220 | PA      | $24953.47     | 0.03%             | 2037-02-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR ZA6681                                                   | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     627419 | PA      | $597348.54    | 0.74%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V5.727 04/25/30                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6180.37      | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                        | KVUE 5.05 03/22/28                                          | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6083.79      | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                            | BX 2026-XL6 B                                               | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498942.40    | 0.62%             | 2043-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2009-66 SL                                              | CUSIP: 31396QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     147528 | PA      | $130398.70    | 0.16%             | 2039-09-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                               | CAH 4.7 11/15/26                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26067.64     | 0.03%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                   | SRE 5.2 06/01/33                                            | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4083.60      | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | LLOYDS V8 PERP                                              | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $213996.80    | 0.27%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                     | CRWV 9.25 06/01/30 144A                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20266.27     | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                                                    | CURRENCY CONTRACT - NZD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $769.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                               | CURRENCY CONTRACT - CHF                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $34.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                 | JNJ 3.625 03/03/37                                          | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4483.57      | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                      | TMO 4.977 08/10/30                                          | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19387.64     | 0.02%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                  | AMEPIP 7.625 08/15/33 144A                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20814.48     | 0.03%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 5.55 03/15/36                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14964.19     | 0.02%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                               | NTRS V5.117 11/19/40                                        | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43133.14     | 0.05%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.572 04/22/36                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9261.61      | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                                                 | IBM 4.75 02/05/31                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     147000 | PA      | $147166.83    | 0.18%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNMA-30YR                                                   | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2352000 | PA      | $1882452.06   | 2.34%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                  | LPLA 5.7 05/20/27                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9098.22      | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR                                                              | GSMS 2024-FAIR A                                            | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $305596.56    | 0.38%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2285.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                  | MBONO 8.5 11/18/38 M                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   19700000 | PA      | $1046195.24   | 1.30%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HES 4.3 04/01/27                                            | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21019.55     | 0.03%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2007-55 DS                                              | CUSIP: 31396WGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      27760 | PA      | $25118.21     | 0.03%             | 2037-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                         | ADBE 4.95 04/04/34                                          | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2986.48      | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                    | MS V2.484 09/16/36                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3463.97      | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                         | TRPCN V7 06/01/65                                           | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      14000 | PA      | $14445.17     | 0.02%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 6.4 03/15/46                                            | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18004.70     | 0.02%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                      | BCP V6.45 07/30/35 144A                                     | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      80000 | PA      | $82428.00     | 0.10%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST 6.375 03/01/33 144A                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50012.80     | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                        | TIAAGL 5.55 01/15/30 144A                                   | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9243.79      | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -234000 | NC      | $2356.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                                | JPMMT 2019-INV3 A15                                         | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37310 | PA      | $33667.79     | 0.04%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 5.55 07/15/29                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23566.98     | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                    | BPLN 5.227 11/17/34                                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10198.83     | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                               | CARR 2.722 02/15/30                                         | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3743.96      | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHR 4096 SB                                                 | CUSIP: 3137ATCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6152975 | PA      | $544567.18    | 0.68%             | 2042-08-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                               | RRR 6.625 03/15/32 144A                                     | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35456.61     | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS V4.751 05/12/28 144A                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $200706.35    | 0.25%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 4.9 09/15/31                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21940.50     | 0.03%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V4.477 04/23/30                                         | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14957.65     | 0.02%             | 2030-04-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                                           | AMCR 5.45 05/23/29                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |       5000 | PA      | $5121.91      | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | 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      | $-20557.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-6                                                   | JPMMT 2022-6 A3                                             | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610747 | PA      | $527706.31    | 0.66%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                                   | TOWN 2025-STAY D                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500271.10    | 0.62%             | 2042-03-17      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2021-1 TRUST                               | WFMBS 2021-1 A17                                            | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     308553 | PA      | $252176.77    | 0.31%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                       | OGS 5.1 04/01/29                                            | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7138.83      | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                            | AES 4.25 05/01/30                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      47000 | PA      | $45404.84     | 0.06%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 5.2 03/15/33                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32950.41     | 0.04%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2015-3                                                                 | CSMC 2015-3 B1                                              | CUSIP: 12649XBB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68254 | PA      | $66211.32     | 0.08%             | 2045-03-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                        | INTU 5.2 09/15/33                                           | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4054.20      | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V6.484 10/24/29                                          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2088.36      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                                 | CNRCN 4.75 11/12/35                                         | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $16773.43     | 0.02%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -234000 | NC      | $-2677.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                      | SGI 4 04/15/29 144A                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14520.28     | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2006-104 ES                                             | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      44103 | PA      | $55374.15     | 0.07%             | 2036-11-25      | Floating      | 14.65%                | No            |                  2 | On Loan: No      |
| NAVESINK CLO 6 LTD                                                                | NAVS 2026-6A C                                              | CUSIP: 63944AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250120.25    | 0.31%             | 2037-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                               | AEP 5.625 03/01/33                                          | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2069.15      | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V1.512 07/20/27 GMTN                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10933.70     | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 4.35 10/08/27 MTN                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13048.82     | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                         | AGCO 5.45 03/21/27                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9067.80      | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST | WAMU 2006-AR12 1A1                                          | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29189 | PA      | $27533.20     | 0.03%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FG G61281                                                   | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     339921 | PA      | $315007.24    | 0.39%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNMA-30YR                                                   | CUSIP: 01F030660<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     990000 | PA      | $866307.57    | 1.08%             | 2056-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | CURRENCY CONTRACT - EGP                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18897.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2017-15 GI                                              | CUSIP: 3136AVMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2876619 | PA      | $359822.35    | 0.45%             | 2047-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                 | STWD 2025-FL4 AS                                            | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     275000 | PA      | $275602.06    | 0.34%             | 2042-11-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CI 5.25 01/15/36                                            | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27095.26     | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                   | JPMMT 2019-8 A5                                             | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242395 | PA      | $220732.32    | 0.27%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                                                     | FTSCN 5.2 09/15/34                                          | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9086.63      | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                | RGA 5.448 05/24/29 144A                                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4093.47      | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                           | MGS 3.828 07/05/34 0419                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2442000 | PA      | $625487.73    | 0.78%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                 | STT 4.729 02/28/30                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8083.16      | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                | VEGLPL 6.5 01/15/34 144A                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26222.28     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO 10 LTD                                                                  | RAD 2021-10A C                                              | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250233.75    | 0.31%             | 2034-04-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | CURRENCY CONTRACT - CAD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13249.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                                 | CGB 2.52 08/25/33 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4570000 | PA      | $709796.67    | 0.88%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                              | POLGB 5 10/25/35 1035                                       | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3583000 | PA      | $935647.05    | 1.16%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4 04/30/32                                                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      42200 | PA      | $41916.47     | 0.05%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                 | TDY 2.5 08/01/30                                            | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10121.32     | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                                 | CNRCN 4.2 03/12/31                                          | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $28646.75     | 0.04%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                        | KVUE 4.9 03/22/33                                           | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5035.31      | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2005-18 SC                                              | CUSIP: 31394CSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1681332 | PA      | $42936.52     | 0.05%             | 2035-03-25      | Floating      | 0.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V6.125 PERP GG                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25094.65     | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                        | NUE 5.1 06/01/35                                            | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13162.60     | 0.02%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ELEMENT FLEET MANAGEMENT CORP                                                     | EFNCN 5.643 03/13/27 144A                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20200.27     | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                           | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10178.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 4.25 03/13/31                                          | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26743.01     | 0.03%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                       | AAL 3.575 01/15/28 AA                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7675 | PA      | $7560.25      | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4091 IK                                                 | CUSIP: 3137ATEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2710239 | PA      | $536130.38    | 0.67%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                   | PM 4.75 11/01/31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14088.96     | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONTAINER INC                                                | OI 7.25 05/15/31 144A                                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23922.89     | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE & COMPANY                                                         | JPM V3.782 02/01/28                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57751.98     | 0.07%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2007-8 SP                                               | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      98261 | PA      | $112822.66    | 0.14%             | 2037-03-20      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 6.1 01/07/34                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2089.13      | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AS5322                                                   | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7069 | PA      | $6857.33      | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                         | OKE 6.5 09/01/30 144A                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      41000 | PA      | $43314.11     | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | EUR CALL VERSUS ZAR PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     -28000 | NC      | $-7063.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                            | CACI 6.375 06/15/33 144A                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20474.07     | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                        | STENOR 7.375 06/01/31 144A                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26017.29     | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                     | CWALT 2006-13T1 A9                                          | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95109 | PA      | $44442.66     | 0.06%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                          | ACI 5.75 03/31/34 144A                                      | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29243.03     | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                               | XEL 5.3 05/15/35                                            | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30161.72     | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNMA-30YR                                                   | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1361000 | PA      | $1139858.38   | 1.42%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                        | DRSLF 2017-49A CR                                           | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003584.00   | 1.25%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 5.45 04/01/31                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8215.18      | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 LTD                                                                   | CBAMR 2017-1A AR2                                           | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $551129.15    | 0.69%             | 2038-01-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                      | AUTOZONE INC 0% CP 01/05/2026                               | CUSIP: 05333UE14<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999891.60    | 1.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                     | CURRENCY CONTRACT - NZD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $140.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | CRBG 6.05 09/15/33                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8412.39      | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                             | WLSC 6.625 06/15/29 144A                                    | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35952.60     | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                | VLO 5.15 03/10/36                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78798.97     | 0.10%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                            | UNH 5.15 07/15/34                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3036.87      | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                              | HOWARD 7.375 07/15/32 144A                                  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31360.29     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V5.489 04/23/37                                         | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      91000 | PA      | $90510.08     | 0.11%             | 2037-04-23      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                        | TEX 6.25 10/15/32 144A                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25430.43     | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                         | OLN 6.625 04/01/33 144A                                     | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29756.91     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2015-2                                              | MCMLT 2017-2 M2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $294357.18    | 0.37%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                                             | SQM V5.625 04/22/56 144A                                    | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $199785.00    | 0.25%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     427000 | NC      | $-4275.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS CDX.NA.HY.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $569908.90    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V4.516 01/21/32                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4928.30      | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                               | NEE V6.375 08/15/55                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8169.46      | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CI 3.05 10/15/27 *                                          | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      63000 | PA      | $61900.67     | 0.08%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 4.55 03/13/33                                          | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38544.14     | 0.05%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                              | TRGP 5.4 07/30/36                                           | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16927.22     | 0.02%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                | DTE 4.95 07/01/27                                           | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5031.91      | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                      | GSMBS 2019-PJ2 A1                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7241 | PA      | $6811.06      | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V4.603 10/22/30                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12032.49     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.664 04/17/36                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18499.16     | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                 | CIMAU 6 04/22/36 144A                                       | CUSIP: 17186PAA2<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |      25000 | PA      | $24684.20     | 0.03%             | 2036-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18316.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 5.3 05/15/35                                          | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3055.60      | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                  | TMUS 5 02/15/36                                             | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4894.72      | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                   | ROST 4.7 04/15/27                                           | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3995.69      | 0.00%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.625 11/15/55                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     396100 | PA      | $373602.76    | 0.46%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                  | BMARK 2019-B9 D                                             | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280000 | PA      | $190935.00    | 0.24%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 5.8 03/13/56                                           | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19698.60     | 0.02%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                 | STT V4.675 10/22/32                                         | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14001.81     | 0.02%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.75 02/15/45                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      14600 | PA      | $14219.60     | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2015-178 GI                                             | CUSIP: 38379F5N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     425917 | PA      | $27540.28     | 0.03%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53970 | PA      | $51620.71     | 0.06%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -1870000 | NC      | $-5661.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                        | ACA 6.875 08/15/32 144A                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25985.78     | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                     | SCGALO 6.625 03/01/30 144A                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21115.69     | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2                                        | ARMT 2006-2 1A1                                             | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170995 | PA      | $147862.85    | 0.18%             | 2036-05-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                         | GATX 4 06/30/30                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5863.69      | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES COMPANY                                                         | AQNCN 5.869 01/31/34 144A                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7236.84      | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                | DTE 5.2 04/01/30                                            | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12232.15     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU LLC PERU BRANCH                                               | HNTOIL 7.75 11/05/38 144a                                   | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $214750.00    | 0.27%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                              | SHEARE 7.875 03/01/31 144A                                  | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20668.50     | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | CARGIL 2.125 11/10/31 144A                                  | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7046.00      | 0.01%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                   | PR 6.25 02/01/33 144A                                       | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25609.57     | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -570000 | NC      | $-3295.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                    | BPLN 4.989 04/10/34                                         | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1008.33      | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-23CB                                                  | CWALT 2007-23CB A3                                          | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138184 | PA      | $46367.80     | 0.06%             | 2037-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2008-53 FI                                              | CUSIP: 31397LF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     267261 | PA      | $18987.57     | 0.02%             | 2038-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 5.65 03/13/46                                          | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25658.26     | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                          | FTAI 7 06/15/32 144A                                        | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30990.81     | 0.04%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                                        | SLB 5 11/15/29 144A                                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7142.39      | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 5.3 06/01/34                                          | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3043.26      | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                            | BCULC 4 10/15/30 144A                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      25000 | PA      | $23797.46     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                   | PM 5.25 02/13/34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3057.95      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                       | AEE 5 01/15/29                                              | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7106.69      | 0.01%             | 2029-01-15      | 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        |   -2040000 | NC      | $-2208.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | CARGIL 1.7 02/02/31 144A                                    | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4405.78      | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES COMPANY                                                         | AQNCN 5.577 01/31/29 144A                                   | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15308.24     | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                      | CNC 3 10/15/30                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13493.37     | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                  | MEX 6.625 01/29/38                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $206000.00    | 0.26%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                              | IBM 5.2 02/10/35 ..                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100381.41    | 0.12%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                       | EQNR 4.5 09/03/30                                           | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      53000 | PA      | $53175.10     | 0.07%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                               | NEE V6.5 08/15/55 .                                         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8342.96      | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                 | JNJ 4.9 06/01/31                                            | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6185.76      | 0.01%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | TMUS 5.85 02/15/56                                          | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13466.52     | 0.02%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                         | ADBE 4.95 01/17/30                                          | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14271.33     | 0.02%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     816000 | NC      | $414.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 4.55 08/09/29                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9055.71      | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                    | BPLN 4.893 09/11/33                                         | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1005.28      | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4879 ZA                                                 | CUSIP: 3137FLV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     995807 | PA      | $942595.10    | 1.17%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                         | MGM 6.5 04/15/32                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40527.80     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                              | IBM 5 02/10/32 ..                                           | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100871.19    | 0.13%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                               | AMT 3.65 03/15/27                                           | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9946.28      | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OXY 6.2 03/15/40                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4136.21      | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V3.593 07/21/28 GMTN                                    | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12869.74     | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BRINK'S COMPANY (THE)                                                             | BCO 6.75 06/15/32 144A                                      | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30800.67     | 0.04%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                                 | CGB 2.88 02/25/33 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1140000 | PA      | $181308.25    | 0.23%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -2337500 | NC      | $305.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.875 08/15/34                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6000 | PA      | $5823.40      | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | VENLNG 8.375 06/01/31 144A                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57370.72     | 0.07%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                    | BHP 5.125 02/21/32                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      12000 | PA      | $12295.52     | 0.02%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2012-10 US                                              | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     122975 | PA      | $13178.28     | 0.02%             | 2042-02-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OHI 5.2 07/01/30                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14115.96     | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                   | CASCN 5.375 01/15/28 144A                                   | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29493.65     | 0.04%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & COMPANY                                                       | VSCO 4.625 07/15/29 144A                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19281.98     | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                                        | BDX 4.693 02/13/28                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14056.64     | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2015-59 SK                                              | CUSIP: 3136APVH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4639992 | PA      | $338160.97    | 0.42%             | 2045-08-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                          | HILCRP 8.375 11/01/33 144A                                  | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21395.84     | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -2040000 | NC      | $1186.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                                                 | KEY F 07/01/28                                              | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34390.37     | 0.04%             | 2028-07-01      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                            | UNH 4.95 01/15/32                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8108.32      | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                      | EMBC 5 02/15/30 144A                                        | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18801.93     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NBN CO LTD                                                                        | NBNAUS 2.5 01/08/32 144A                                    | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     271000 | PA      | $242788.71    | 0.30%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                        | PFGC 5.625 03/01/34 144A                                    | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19596.43     | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                    | AES 5.8 03/15/32                                            | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12209.07     | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                            | SOUTHERN POWER COMPANY 0% CP 04/05/2026                     | CUSIP: 84364UE45<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999559.80    | 1.24%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                        | KVUE 4.85 05/22/32                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9107.97      | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                          | MEXPCP 5.5 08/17/30 144A                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201540.00    | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 LTD                                                                   | CBAMR 2017-1A CR2                                           | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $401436.40    | 0.50%             | 2038-01-20      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -2337500 | NC      | $-3956.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                                        | SLB 4.85 05/15/33 144A                                      | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2001.05      | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                               | PEG 2.45 11/15/31                                           | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7124.43      | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | ABBV 4.05 11/21/39                                          | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2629.35      | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                           | HYNMTR 6.1 09/21/28 144A                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35110.13     | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V4.995 07/22/30                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7087.49      | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                      | CHTR 4.5 05/01/32                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $57119.89     | 0.07%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                       | AEE 1.75 03/15/28                                           | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8576.15      | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                               | ABT 5.5 03/15/56                                            | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19350.91     | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                | CNO 5.875 06/04/27 144A                                     | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17225.52     | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                      | AEP 5.15 04/01/34                                           | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3022.71      | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                     | CURRENCY CONTRACT - HKD                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-57.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                          | JPMMT 2020-5 A15                                            | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56765 | PA      | $49023.09     | 0.06%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                            | EXR 2.35 03/15/32                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6926.45      | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                             | MHK 5.85 09/18/28                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2057.11      | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 2303 SY                                                 | CUSIP: 3133TSSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      50054 | PA      | $3917.05      | 0.00%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 390 C5                                                  | CUSIP: 31325YYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5893438 | PA      | $562011.55    | 0.70%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                                         | MAA 5.3 02/15/32                                            | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4123.34      | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                    | SASC 2004-4XS 1A6                                           | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        610 | PA      | $609.62       | 0.00%             | 2034-02-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                               | NEE 5.3 03/15/32                                            | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8210.34      | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                                        | PPL 5.45 04/15/33 KENT                                      | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3092.28      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                 | EOG 5 07/15/32                                              | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24329.75     | 0.03%             | 2032-07-15      | 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      | $17395.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3576.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | CARGIL 2.125 04/23/30 144A                                  | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3660.71      | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                                               | PPL 5.45 04/15/33 LOU                                       | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3097.00      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                            | OTEXCN 4.125 12/01/31 144A                                  | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $38453.14     | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | T 4.55 11/01/32                                             | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11770.62     | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                              | FCX 4.25 03/01/30                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24579.25     | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                          | IRM 6.25 01/15/33 144A                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20320.24     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V5.511 01/24/36                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4092.60      | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                           | STGW 5.625 08/15/29 144A                                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19037.79     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                      | FOCS 6.75 09/15/31 144A                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25449.87     | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4040 SW                                                 | CUSIP: 3137AQ7G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     569216 | PA      | $33511.48     | 0.04%             | 2032-05-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -7448000 | NC      | $-18622.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 2.35 01/08/31                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9855.31      | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                       | HNDA 5.65 11/15/28                                          | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8203.77      | 0.01%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2009-106 SA                                             | CUSIP: 31398GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2200922 | PA      | $142912.36    | 0.18%             | 2040-01-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                             | SO 4.65 05/16/28                                            | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6045.39      | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                               | AMT 2.75 01/15/27                                           | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84174.29     | 0.10%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.766 04/22/35                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3128.30      | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                   | BALN 5.125 03/26/29 144A                                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     205000 | PA      | $209286.83    | 0.26%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                     | MDPK 2018-31A CR                                            | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500894.00    | 0.62%             | 2037-07-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                     | AEP 5.45 05/15/29                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16401.94     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS 5.2 03/01/35 144A                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12111.24     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | Euro(FGBS) Schatz Futures, EUROSCHATZ                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         33 | NC      | $-32034.85    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                          | T 4.9 11/01/35                                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24331.74     | 0.03%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                | FS 2026-HULA A                                              | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500775.00    | 0.62%             | 2041-03-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                      | GAM 2022-FRR3 DK47                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25021 | PA      | $24574.30     | 0.03%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                 | JNJ 4.95 06/01/34                                           | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4133.59      | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AS5091                                                   | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12304 | PA      | $11951.21     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                 | NWE 5.073 03/21/30 144A                                     | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22310.95     | 0.03%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 4.926 05/15/37 144A                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12670.75     | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                   | TSN 5.4 03/15/29                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7170.51      | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.125 02/15/36                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      67800 | PA      | $66375.14     | 0.08%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                 | McCormick & Company, Incorporated 0% CP 04/05/2026          | CUSIP: 57978DE47<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999568.10    | 1.24%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                         | USD CALL VERSUS CLP PUT                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |    -875000 | NC      | $-8344.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-3                                                   | JPMMT 2025-3 M1                                             | CUSIP: 46593RAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $303619.62    | 0.38%             | 2055-09-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| CEMEX-CEMENTOS MEXICANOS SAB DE CV                                                | CEMEX V7.2 PERP 144A                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $207702.00    | 0.26%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                      | BAY 2025-LIVN A                                             | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500807.60    | 0.62%             | 2035-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                 | EPD 4.95 02/15/35                                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4999.94      | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | RY V4.65 10/18/30 GMTN                                      | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      12000 | PA      | $12038.50     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                        | CNHI 5.1 04/20/29                                           | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15201.83     | 0.02%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                       | NTRCN 5.875 12/01/36                                        | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $1033.79      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                    | VIRT 7.5 06/15/31 144A                                      | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21014.64     | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                              | TRGP 5.5 02/15/35                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3041.76      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                      | REXR 2.15 09/01/31                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3472.68      | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | CURRENCY CONTRACT - ZAR                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-57.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                            | EXR 3.9 04/01/29                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11786.84     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                    | SPGI 2.7 03/01/29                                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11580.27     | 0.01%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                               | SUMIBK V5.334 03/03/41                                      | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      25000 | PA      | $24392.24     | 0.03%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                           | HYNMTR 6.5 01/16/29 144A                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13581.24     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                        | CNHI 5.5 01/12/29                                           | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16362.50     | 0.02%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2013-115 NI                                             | CUSIP: 38378WYV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     411437 | PA      | $37117.13     | 0.05%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN CA3763                                                   | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58231 | PA      | $56758.84     | 0.07%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                          | WYNFIN 6.25 03/15/33 144A                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40219.60     | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                              | BAC V2.572 10/20/32                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10694.65     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2022-3 LTD                                                            | OAKCL 2022-3A CR                                            | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300581.40    | 0.37%             | 2037-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          6 | NC      | $-24856.59    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                    | PK 7 02/01/30 144A                                          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30647.49     | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | VSAT 5.625 04/15/27 144A                                    | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24957.62     | 0.03%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                           | DE 4.9 03/07/31 MTN                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14292.62     | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                    | CWALT 2005-53T2 2A6                                         | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50954 | PA      | $25314.21     | 0.03%             | 2035-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                              | LADR 4.75 06/15/29 144A                                     | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24492.89     | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 5.375 09/01/26                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34026.80     | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.581 04/22/30                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10282.17     | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CNP 5.4 06/01/29                                            | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6156.67      | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE SA                                                      | BANCO V7.95 PERP 144A                                       | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $213000.00    | 0.26%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                        | HEI 5.25 08/01/28                                           | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17303.00     | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS CDX.NA.IG.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $35474.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2015-34 DI                                              | CUSIP: 3136AN3C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2979013 | PA      | $650744.50    | 0.81%             | 2045-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                  | ACOM 4.25 06/01/28 144A                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19587.14     | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                           | BAH 3.875 09/01/28 144A                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19576.25     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2021-1A                                      | AAL 2.875 07/11/34 A                                        | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32493 | PA      | $29279.81     | 0.04%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 351 103                                                 | CUSIP: 31325WL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64903 | PA      | $4044.02      | 0.01%             | 2031-01-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2012-24 HS                                              | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      58777 | PA      | $346.99       | 0.00%             | 2040-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                      | BMY 5.1 02/22/31                                            | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5135.12      | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                        | NTAP 5.5 03/17/32                                           | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7165.74      | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                               | ELV 4.95 11/01/31                                           | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16148.22     | 0.02%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                             | CZGB 2.75 07/23/29 105                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    9220000 | PA      | $423928.38    | 0.53%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                         | CURRENCY CONTRACT - AUD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7689.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                      | ETR 2.8 06/15/30                                            | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15851.18     | 0.02%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | LLOYDS V5.871 03/06/29                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204889.89    | 0.25%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                | ELM 2024-ELM C15                                            | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $751088.40    | 0.93%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                            | GM 6.25 04/15/35                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8387.18      | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                 | STT V3.031 11/01/34                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21627.87     | 0.03%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                               | S 8.75 03/15/32                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      19000 | PA      | $22613.99     | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                             | PFE 4.65 05/19/30                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       7000 | PA      | $7053.09      | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                                        | SLB 2.65 06/26/30 144A                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12157.44     | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                             | PLTK 4.25 03/15/29 144A                                     | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17244.10     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                  | CYH 5.25 05/15/30 144A                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23618.90     | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                         | CURRENCY CONTRACT - CLP                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1308.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                        | ZBH 3.55 03/20/30                                           | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8670.23      | 0.01%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.571 04/22/28                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16180.38     | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Tidal Trust IV                                                                    | Voya Multi-Sector Income ETF                                | CUSIP: 88636N304<br>LEI: 2549002AJTPTPGECMC44 | Long             | EC               | RF                | US        |        100 | NS      | $4949.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                               | ELV 5.2 02/15/35                                            | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9012.24      | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                           | EQH 5 03/27/30 144A                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17103.35     | 0.02%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 5.9 01/07/35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10271.29     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.625 02/15/46                                            | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     625400 | PA      | $597305.86    | 0.74%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2007-9 SE                                               | CUSIP: 31396PVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     224971 | PA      | $16161.89     | 0.02%             | 2037-03-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                             | PFE 4.75 05/19/33                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       8000 | PA      | $7968.57      | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                               | ABT 5.6 03/15/66                                            | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9638.47      | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |     935000 | NC      | $-3819.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                 | OMC 5 06/02/33                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24534.78     | 0.03%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                           | NACN 5.6 12/18/28                                           | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     253000 | PA      | $260398.81    | 0.32%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | RY V5.153 02/04/31 GMTN                                     | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8000 | PA      | $8134.39      | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                       | TD 5.298 01/30/32                                           | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       9000 | PA      | $9240.30      | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                | ABIBB 4.375 04/15/38                                        | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7473.98      | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                          | AXP V5.098 02/16/28                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12072.03     | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FG Q36126                                                   | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36517 | PA      | $34844.02     | 0.04%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES                              | WAMU 2005-AR11 X                                            | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4413596 | PA      | $5336.70      | 0.01%             | 2045-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                     | MDT 4.5 03/30/33                                            | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3000 | PA      | $2968.34      | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                               | SEM 6.25 12/01/32 144A                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19433.35     | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    -234000 | NC      | $2597.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | JPY CALL VERSUS AUD PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |      77000 | NC      | $614.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS CLO 2019-IV LTD                                                           | BABSN 2019-4A CR                                            | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751605.00    | 0.93%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                | IR 5.176 06/15/29                                           | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4092.01      | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2011-55 SK                                              | CUSIP: 31397UGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1654846 | PA      | $151388.51    | 0.19%             | 2041-06-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 3.187 11/15/36 144A                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      14000 | PA      | $11753.93     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                       | EFX 3.1 05/15/30                                            | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10329.39     | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                 | H 5.25 06/30/29                                             | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4063.71      | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                              | BA 5.93 05/01/60                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2906.68      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                         | SUN 5.875 03/15/34 144A                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29907.64     | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2020-4                                                     | SEMT 2020-4 A8                                              | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $218854.47    | 0.27%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.296 04/10/37                                          | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39775.19     | 0.05%             | 2037-04-10      | Fixed         | 5.30%                 | 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      | $8735.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | G2 5140                                                     | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57859 | PA      | $57231.36     | 0.07%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V5.536 01/28/36                                          | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5083.91      | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                | IR 5.4 08/14/28                                             | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5113.97      | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | T 6.05 08/15/56                                             | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11683.61     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHMS K122 X1                                                | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6891719 | PA      | $221781.04    | 0.28%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                           | DE 4.85 06/11/29 MTN                                        | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8141.18      | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                          | AMH 3.625 04/15/32                                          | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1863.77      | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| STANDARD BUILDING SOLUTIONS INC                                                   | BMCAUS 4.375 07/15/30 144A                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38214.00     | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                            | SRE V6.4 10/01/54                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11090.68     | 0.01%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V4.809 04/16/32                                          | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9977.70      | 0.01%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS ITRAXX.EU.44.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $39381.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                    | BANK 2017-BNK5 XA                                           | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5463841 | PA      | $39136.95     | 0.05%             | 2060-06-17      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                 | SIMFOO 4.625 03/01/29 144A                                  | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19309.97     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                | BMW 5.05 03/21/30 144A                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5069.03      | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA1372                                                   | CUSIP: 31418AQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     694777 | PA      | $656207.23    | 0.82%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V5.499 01/23/35                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3060.06      | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | CRBG 3.65 04/05/27 144A                                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59645.34     | 0.07%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ET 3.75 05/15/30                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10647.08     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                       | TRACTC 5.875 03/01/31 144A                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19635.97     | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                       | COR 5.125 02/15/34                                          | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4017.16      | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                 | FE 2.65 01/15/32 144A                                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6278.84      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -24 | NC      | $33825.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIDVEST GROUP (UK) PLC (THE)                                                      | BVTSJ 6.2 09/17/32 144A                                     | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201502.00    | 0.25%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                               | PEG 5.2 04/01/29                                            | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14248.99     | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                              | KD 2.7 10/15/28                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14107.71     | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NWL 8.5 06/01/28 144A                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10455.90     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 5.45 11/20/55                                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9450.72      | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 6 02/01/33 144A                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30248.61     | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 4.65 11/20/35                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17532.44     | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2010-116 NS                                             | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     408177 | PA      | $27549.03     | 0.03%             | 2040-09-16      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V1.953 02/04/32                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8826.37      | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                        | WFALT 2007-PA2 2A1                                          | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52292 | PA      | $46684.45     | 0.06%             | 2037-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    -234000 | NC      | $-2555.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                       | GSK 4.875 04/15/35                                          | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8982.29      | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                    | BANK 2017-BNK4 C                                            | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $445740.20    | 0.55%             | 2050-05-17      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                              | WDSAU 5.7 05/19/32                                          | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      12000 | PA      | $12471.25     | 0.02%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                              | AMNTEC 7.25 08/01/32 144A                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25892.74     | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4480 WS                                                 | CUSIP: 3137BKG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4057060 | PA      | $432603.31    | 0.54%             | 2045-06-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | ABBV 5.65 03/15/66                                          | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25202.42     | 0.03%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                        | THAIGB 2.875 12/17/28                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   41793000 | PA      | $1332638.67   | 1.66%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2013-2 LTD                                                       | BLUEM 2013-2A CR                                            | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |     462348 | PA      | $462726.07    | 0.58%             | 2030-10-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                              | CHTR 2.8 04/01/31                                           | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7165.67      | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                               | AEP 5.3 04/01/33                                            | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4060.54      | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | 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      | $3443.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                 | EMECLI 6.625 12/15/30 144A                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41001.16     | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.073 01/30/37                                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37195.75     | 0.05%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHMS K-1518 X1                                              | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5403948 | PA      | $304113.14    | 0.38%             | 2035-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                               | LH 4.55 04/01/32                                            | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8914.56      | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                       | CMI 1.5 09/01/30                                            | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10669.96     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                           | DE 4.4 09/08/31                                             | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11977.74     | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                          | RABOBK V5.71 01/21/33 144A                                  | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $259905.86    | 0.32%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                               | NTRS V3.375 05/08/32                                        | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15797.68     | 0.02%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 4.35 03/20/33                                          | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13706.00     | 0.02%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                     | ICE 2.1 06/15/30                                            | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6372.47      | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | 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      | $1923.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                               | ELV 4.6 09/15/32                                            | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11821.22     | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                 | CPGX 6.042 08/15/28 144A                                    | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21676.18     | 0.03%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                       | CQP 4.5 10/01/29                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5970.37      | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                        | SYY 5.4 03/23/35                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4015.46      | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                        | INTC 2.45 11/15/29                                          | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13046.46     | 0.02%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V6.491 10/23/34                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3251.96      | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2008-58 SM                                              | CUSIP: 31397LN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     219174 | PA      | $16569.26     | 0.02%             | 2038-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NWL 6.625 05/15/32                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9714.28      | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| OAK-EAGLE ACQUIRECO INC                                                           | EA 8.75 07/01/34 144A                                       | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10412.37     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ET 5.2 04/01/30                                             | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8174.07      | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     792000 | NC      | $-639.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2009-66 SW                                              | CUSIP: 31396QW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      93200 | PA      | $77830.86     | 0.10%             | 2039-09-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 5.55 11/20/65                                          | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24277.17     | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-7                                            | CWHL 2007-7 A7                                              | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306197 | PA      | $135787.45    | 0.17%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                               | LH 4.8 10/01/34                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4884.49      | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VZ 4.812 03/15/39                                           | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5591.16      | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                              | ALPGEN 6.75 10/15/32 144A                                   | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25619.28     | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHMS K-1517 X1                                              | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3503998 | PA      | $303496.18    | 0.38%             | 2035-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                          | SNAP 6.875 03/15/34 144A                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33905.63     | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                              | BAC V2.551 02/04/28 MTN                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16765.15     | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                                      | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    1897000 | NS      | $1897000.00   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                     | CURRENCY CONTRACT - HUF                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-551.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                       | CGCMT 2016-C2 XB                                            | CUSIP: 17291CBX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8581000 | PA      | $21569.20     | 0.03%             | 2049-08-12      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V2.475 01/21/28                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24652.10     | 0.03%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                            | MSI 5 04/15/29                                              | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9119.50      | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-4                                                 | JPMMT 2022-4 A17A                                           | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     376091 | PA      | $322374.35    | 0.40%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                 | MF1 2026-FL21 A                                             | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $400249.96    | 0.50%             | 2041-02-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                               | GFLCN 5.5 02/01/34 144A                                     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19698.57     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 4.9 10/06/29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16106.74     | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                             | CPT 5.85 11/03/26                                           | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14099.77     | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                         | VNOM 5.7 08/01/35                                           | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19298.93     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                           | EA 7.25 07/01/33 144A                                       | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20617.42     | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         34 | NC      | $-43252.44    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                          | KLAC 4.7 02/01/34                                           | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3964.15      | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISU 7.5 11/06/30 144A                                    | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25404.34     | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                      | AZO 6.25 11/01/28                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5216.86      | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3856 KS                                                 | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1406463 | PA      | $141244.02    | 0.18%             | 2041-05-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                 | CPGX 5.097 10/01/31 144A                                    | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7068.53      | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.972 02/04/33 MTN                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17220.77     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                 | GIS 2.875 04/15/30                                          | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      27000 | PA      | $25226.89     | 0.03%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX 5.3 04/01/36                                           | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9827.30      | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                        | PENSKE 5.25 07/01/29 144A                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14213.14     | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                      | SYK 4.85 02/10/30                                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11143.27     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                    | CURRENCY CONTRACT - KRW                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2216.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                             | CURRENCY CONTRACT - EGP                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7269.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                          | MSCI 5.15 03/15/36                                          | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13570.77     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                         | INVH 2 08/15/31                                             | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12053.93     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUST                                                   | COLT 2021-3 A1                                              | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     201588 | PA      | $169273.22    | 0.21%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 5.625 11/15/55 .                                       | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12863.80     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                               | FR 5.25 01/15/31                                            | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24332.26     | 0.03%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                          | RLI 5.375 06/01/36 .                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14573.65     | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                        | MAR 4.5 10/15/31                                            | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24699.72     | 0.03%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                              | LOW 4.5 10/15/32                                            | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24569.66     | 0.03%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                | ROSW 5.489 11/13/30 144A                                    | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     215000 | PA      | $224408.28    | 0.28%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2013-31 PI                                              | CUSIP: 3136ADGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     130401 | PA      | $3568.16      | 0.00%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                  | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3631.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.875 04/15/29                                            | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     621700 | PA      | $621092.87    | 0.77%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                                     | NHI 5.35 02/01/33                                           | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28834.70     | 0.04%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                              | WY 4.75 05/15/26                                            | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3000.19      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX 5 01/15/33                                             | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11946.87     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.173 01/16/30                                          | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7094.33      | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                               | MEDIND 3.875 04/01/29 144A                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13608.87     | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                          | MAIN 6.95 03/01/29                                          | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20622.69     | 0.03%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                     | APP 5.375 12/01/31                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18182.67     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AS5144                                                   | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16535 | PA      | $16050.83     | 0.02%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                          | AXP V5.085 01/30/31                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7125.33      | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | CURRENCY CONTRACT - DKK                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $101.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                       | FCFEMM 5.875 09/23/40 144A                                  | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     197160 | PA      | $195878.26    | 0.24%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD                                                             | VENTR 2017-27A CR                                           | CUSIP: 92331LBG4<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $602424.60    | 0.75%             | 2030-07-22      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                     | MCK 4.25 09/15/29                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7982.83      | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2                             | MSRM 2021-2 A9                                              | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     254745 | PA      | $209630.50    | 0.26%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AH0575                                                   | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62026 | PA      | $61535.88     | 0.08%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2003-22 BZ                                              | CUSIP: 31393APM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      66453 | PA      | $68198.76     | 0.08%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                        | MAR 5.25 10/15/35                                           | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23012.67     | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | ABBV 5.05 03/15/34                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4056.97      | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 5.95 02/01/29                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12412.16     | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3693 SC                                                 | CUSIP: 3137A0PK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     945633 | PA      | $93052.10     | 0.12%             | 2040-07-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | Long(FBTP) Term Euro, LONGTERM EUROBTP                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         27 | NC      | $-92630.04    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                            | CB 4.9 08/15/35                                             | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21729.85     | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                     | APP 5.125 12/01/29                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12097.81     | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                               | NCX 7 12/01/31 144A                                         | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $84808.24     | 0.11%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                   | XEL V5.75 12/03/56                                          | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23745.48     | 0.03%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.687 04/22/32                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19062.87     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4623 MS                                                 | CUSIP: 3137BSLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6465589 | PA      | $661254.58    | 0.82%             | 2046-10-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 8.375 02/15/32 144A                                  | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26244.23     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                           | DE 4.7 06/10/30 MTN                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20248.75     | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 4.125 06/15/29                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28614.24     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V2.182 06/01/28                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17582.59     | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -234000 | NC      | $-2632.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                           | HONA 5.732 03/16/56 144A                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21653.25     | 0.03%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.75 04/30/28                                             | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1525600 | PA      | $1521696.62   | 1.89%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                 | ALIANT 6.5 10/01/31 144A                                    | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25244.98     | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                                            | CITADEL SECURITIES LLC                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |     732000 | PA      | $732000.00    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                 | WASPRO 7 02/01/33 144A                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25530.14     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                   | DE 3.1 04/15/30                                             | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10516.06     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| INGRAM MICRO INC                                                                  | IM 4.75 05/15/29 144A                                       | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29503.56     | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                    | SOLV 5.6 03/23/34                                           | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3067.85      | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 5.5 01/01/34                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3059.28      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | RY V4.969 08/02/30 GMTN                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5063.38      | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                           | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $34.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 4.75 08/15/34                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18701.24     | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                              | CAPCOP 6.75 03/31/33 144A                                   | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20367.12     | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2010-6 IA                                               | CUSIP: 38376TUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       2648 | PA      | $4.55         | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                   | XEL 5.6 04/15/35                                            | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8150.88      | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2015-2                                                                 | CSMC 2015-2 B3                                              | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     113856 | PA      | $109646.02    | 0.14%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 5.75 02/15/66                                         | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17526.17     | 0.02%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | MO 6.2 11/01/28                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12500.67     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4938 ES                                                 | CUSIP: 3137FQFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    7165795 | PA      | $646776.77    | 0.80%             | 2049-12-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                                | JPMMT 2019-INV3 A3                                          | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62183 | PA      | $56436.75     | 0.07%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 5 03/15/30                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12210.84     | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | 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      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.875 04/30/31                                            | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     842100 | PA      | $836475.03    | 1.04%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                          | AMP 5.7 12/15/28                                            | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9308.56      | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VZ 5 01/15/36                                               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15633.98     | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LVLT 6.875 06/30/33 144A                                    | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20655.74     | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                          | ICLR 5.849 05/08/29                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $224209.99    | 0.28%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                     | SUMMPL 8.625 10/31/29 144A                                  | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26151.98     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                    | FBINUS 4 03/25/32                                           | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3780.64      | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                        | MAR 5.35 03/15/35                                           | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5045.43      | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 5.2 09/26/35                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14917.72     | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | HNDLIN 4.75 01/30/30 144A                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33556.25     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                  | CURRENCY CONTRACT - SEK                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2465.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                                 | CGB 3.12 10/25/52 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2420000 | PA      | $411516.65    | 0.51%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 351 C14                                                 | CUSIP: 31325WRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1435937 | PA      | $80916.19     | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.25 03/31/33                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     209900 | PA      | $210523.14    | 0.26%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                      | QCOM 4.75 05/20/32                                          | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8059.51      | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2007-36 SN                                              | CUSIP: 31396VQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     571275 | PA      | $49530.10     | 0.06%             | 2037-04-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                       | IMBLN 5.5 02/01/30 144A                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     220000 | PA      | $226191.79    | 0.28%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                 | NRUC 3.9 11/01/28                                           | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36600.02     | 0.05%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                                                            | ENR 4.375 03/31/29 144A                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28879.09     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                           | HONA 5.852 03/16/66 144A                                    | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14775.85     | 0.02%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 4.9 07/15/32                                           | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17168.75     | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |     935000 | NC      | $-1667.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2005-74 DK                                              | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      53805 | PA      | $56529.86     | 0.07%             | 2035-07-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                  | XOM 2.995 08/16/39                                          | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2391.65      | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                    | GLPI 5.25 02/15/33                                          | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29524.05     | 0.04%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE PUC                                                               | PRGO 6.125 09/30/32 USD                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      25000 | PA      | $23542.95     | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                                    | WFCM 2025-VTT C                                             | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501528.00    | 0.62%             | 2038-03-17      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES                              | WAMU 2007-HY2 1A1                                           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225933 | PA      | $209066.87    | 0.26%             | 2036-12-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                                | LNW 6.25 10/01/33 144A                                      | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24806.19     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                            | MSI 5.55 08/15/35                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12280.30     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | RY V4.612 05/03/32                                          | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $9943.68      | 0.01%             | 2032-05-03      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 2.9 03/15/27                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6906.06      | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                    | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21425.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 4.2 11/15/30                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18782.83     | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                          | VTRS 3.95 06/15/26                                          | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24979.74     | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 5.45 03/01/28                                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9137.34      | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                               | S 6.875 11/15/28                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31679.76     | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                         | INVH 5.5 08/15/33                                           | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3045.23      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                               | UAL 4.625 04/15/29 144A                                     | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15803.76     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                               | PEG 4.9 03/15/30                                            | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7072.77      | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                           | VSNT 7.25 01/30/31 144A                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31162.63     | 0.04%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                    | FBINUS 3.25 09/15/29                                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10512.49     | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V5.872 09/15/34                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9442.01      | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                        | Five-Year Government of Canada Bond Futures, Jun-2026       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -10 | NC      | $13513.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1024.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2009-106 CM                                             | CUSIP: 38376JGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2267280 | PA      | $32368.82     | 0.04%             | 2034-01-16      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 4.875 11/15/35                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18524.45     | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE CORP                                                       | HNDA 4.7 01/12/28                                           | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14054.11     | 0.02%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                            | ROP 1.75 02/15/31                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11273.69     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                               | PEG 5.4 03/15/35                                            | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3031.36      | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 4.6 11/15/32                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13838.66     | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                         | BNS V4.74 11/10/32                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $14998.30     | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.164 04/20/29 MTN                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11128.06     | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                           | DUK 5.875 11/15/33                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4245.03      | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                        | PENSKE 5.35 03/30/29 144A                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34596.86     | 0.04%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | Euro(FGBM) Bobl Futures, EUROBOBL                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         39 | NC      | $-75058.06    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                   | SEMT 2018-CH1 A19                                           | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |      12913 | PA      | $12049.79     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 5.125 05/15/33                                           | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4007.17      | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                             | NSC 5.05 08/01/30                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5113.12      | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2011-86 NS                                              | CUSIP: 3136A0J73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     599267 | PA      | $36545.30     | 0.05%             | 2041-09-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PCG V6.85 09/15/56                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20005.39     | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                                | HNDA 5.337 07/08/35                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      14000 | PA      | $14014.66     | 0.02%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                      | NI 5.85 04/01/55                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14597.08     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NWG V5.076 01/27/30                                         | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202360.51    | 0.25%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                               | GSAT 2025-BMF B                                             | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $499685.40    | 0.62%             | 2040-07-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                    | SPGI 1.25 08/15/30                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2619.19      | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                    | CURRENCY CONTRACT - GBP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35250.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4313 MI                                                 | CUSIP: 3137B8UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     372893 | PA      | $26389.76     | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                                 | CGB 4.08 10/22/48 INBK                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4570000 | PA      | $883041.38    | 1.10%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 5.95 09/26/55                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41918.03     | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                       | TD 5.523 07/17/28 MTN                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      11000 | PA      | $11267.02     | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17                                                     | BBCMS 2022-C17 XA                                           | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8620106 | PA      | $515053.50    | 0.64%             | 2055-09-17      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                               | LLY 4.7 02/09/34                                            | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2997.55      | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS 5 03/01/32 144A                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8117.64      | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS 5.45 09/15/35                                           | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19188.19     | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | ABBV 3.2 11/21/29                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19250.33     | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                         | WMB 3.25 05/15/30                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2862.91      | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         18 | NC      | $-63914.96    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                  | BKH 6 01/15/35                                              | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4158.64      | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                 | KMI 5.3 12/01/34                                            | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8091.38      | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                | NGGLN 5.843 01/10/35 144A                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6293.30      | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | G2 4399                                                     | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7459 | PA      | $7771.95      | 0.01%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | GTN 7.25 08/15/33 144A                                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25469.08     | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OXY 5.375 01/01/32                                          | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3064.79      | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                                                           | ORLY 4.35 06/01/28                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14011.56     | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 5.875 09/26/45                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13792.85     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4152 BI                                                 | CUSIP: 3137AXNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     213462 | PA      | $9797.65      | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                      | NNN 4.6 02/15/31                                            | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15902.78     | 0.02%             | 2031-02-15      | Fixed         | 4.60%                 | 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      | $11289.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                 | HII 4.2 05/01/30                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10810.09     | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.299 07/21/32                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20349.87     | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                             | NSC 5.55 03/15/34                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4160.54      | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 4.25 01/15/33                                         | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3854.57      | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 5.55 11/20/30                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6254.79      | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                       | RIOLN 5 03/14/32                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       9000 | PA      | $9170.02      | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                       | WMT 4.9 04/28/35                                            | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43562.67     | 0.05%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                     | VST 4.375 05/01/29 144A                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29490.21     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                  | BMO V4.64 09/10/30                                          | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      24000 | PA      | $24097.31     | 0.03%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                               | DG 3.5 04/03/30                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2871.79      | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DIR              | CORP              | US        |    -211000 | NC      | $380.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX 7.25 03/01/32 144A                                      | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20917.15     | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                          | FLEX 5.25 01/15/32                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      11000 | PA      | $11082.78     | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 1.95 01/15/31                                         | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2662.44      | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                 | TOYOTA 4.45 06/30/30                                        | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      25000 | PA      | $25040.29     | 0.03%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                     | UHS 4.625 10/15/29                                          | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5963.52      | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST                                          | CSAIL 2018-C14 B                                            | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $474094.60    | 0.59%             | 2051-11-17      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AS5018                                                   | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36443 | PA      | $34892.98     | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                      | SNPS 5 04/01/32                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8086.54      | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN, FEDERATION - MINISTRY OF FINANCE                                         | RFLB 6.9 05/23/29 6224                                      | 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      |
| OBX 2019-INV2 TRUST                                                               | OBX 2019-INV2 A25                                           | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37296 | PA      | $34817.24     | 0.04%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | CURRENCY CONTRACT - JPY                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $112691.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                        | CDNS 4.3 09/10/29                                           | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11968.96     | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2016-161 CI                                             | CUSIP: 38380BA88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2286405 | PA      | $348986.86    | 0.43%             | 2046-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                 | LNT 5.375 03/30/34                                          | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3066.34      | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                           | HYNMTR 5.68 06/26/28 144A                                   | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13254.61     | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | RY 5.2 08/01/28 GMTN                                        | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       9000 | PA      | $9169.69      | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 1.5 02/15/31                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3470.30      | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                | BATSLN 5.834 02/20/31                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3139.50      | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLF 7.625 01/15/34 144A                                     | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35380.77     | 0.04%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                 | HRI 7.25 06/15/33 144A                                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20956.58     | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                              | BAC V2.087 06/14/29 MTN                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11422.35     | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | 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      | $4.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                   | BANK 2019-BN16 XA                                           | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     856067 | PA      | $16009.81     | 0.02%             | 2052-02-16      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STWD 6.5 07/01/30 144A                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20502.42     | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GABX LEASING LLC                                                                  | GATX 5.3 04/15/36 144A                                      | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19756.04     | 0.02%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DVA 4.625 06/01/30 144A                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38740.10     | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 5.5 11/15/45                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23247.82     | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.148 04/23/37                                         | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2983.22      | 0.00%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                                               | CAT 4.7 11/15/29                                            | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9124.74      | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST 2015-5                                               | WIN 2015-5 B4                                               | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     209950 | PA      | $194269.70    | 0.24%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.125 04/30/33                                            | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     208800 | PA      | $207739.69    | 0.26%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                  | WULF 7.75 10/15/30 144A                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26290.25     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -9350000 | NC      | $6390.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V5.605 04/23/36                                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19492.43     | 0.02%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                                | SBH 6.75 04/01/32                                           | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30940.59     | 0.04%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                  | AMCR 1.65 01/15/27                                          | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     169000 | PA      | $165802.76    | 0.21%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 5.5 06/01/29 MTN                                          | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12337.89     | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                                 | D 4.95 03/15/36                                             | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24382.13     | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                 | TTWO 5.4 06/12/29                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8162.00      | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                          | PMTLT 2025-INV8 A2                                          | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     167418 | PA      | $167183.70    | 0.21%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | RKT 6.5 08/01/29 144A                                       | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40797.56     | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                    | SOLV 5.45 03/13/31                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8222.46      | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                  | AIG 3.4 06/30/30                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10511.70     | 0.01%             | 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        |   -6515000 | NC      | $-5761.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 6.1 09/26/65                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      21000 | PA      | $17366.21     | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3925 SD                                                 | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      76956 | PA      | $769.18       | 0.00%             | 2040-07-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 5.2 04/15/32                                           | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4102.58      | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 4.8 05/15/30                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23304.07     | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                           | DUK 2.4 12/15/31                                            | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6247.83      | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                     | F 3.25 02/12/32                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9655.41      | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 3.8 11/15/37                                           | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5538.49      | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 5.75 11/15/65                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12748.09     | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | ABBV 4.65 03/15/28                                          | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9079.24      | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | CCI 3.3 07/01/30                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10361.54     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | 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      | $-46807.05    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | CURRENCY CONTRACT - CNH                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19323.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                             | PEG 5.2 03/01/34 MTN                                        | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3054.48      | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 4.95 09/01/29 GMTN                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6086.70      | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 5.05 04/15/30                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7144.14      | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                       | UNSEAM 7.875 02/15/31 144A                                  | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20992.74     | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                          | PRMWCN 4.375 04/30/29 144a                                  | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19530.61     | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | CMCSA 3.75 04/01/40                                         | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       9000 | PA      | $7298.45      | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)                     | OUT 4.625 03/15/30 144A                                     | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19472.71     | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                     | MCK 5.25 05/30/35                                           | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9171.47      | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                  | BKH 4.55 01/31/31                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47546.57     | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                             | BBWI 6.75 07/01/36                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38941.72     | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DIR              | CORP              | US        |    -211000 | NC      | $-1041.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                          | PERUGB 5.35 08/12/40                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3321000 | PA      | $807614.22    | 1.00%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                      | AIZ 5.55 02/15/36                                           | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31966.52     | 0.04%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | AVGO 4.8 10/15/34                                           | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5922.39      | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                                  | AQNCN 5.365 06/15/26                                        | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |       8000 | PA      | $8000.03      | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 4.4 02/15/33                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39402.65     | 0.05%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                             | PEG 5.2 08/01/33                                            | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3076.82      | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | G2 MA8197                                                   | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     159964 | PA      | $137860.53    | 0.17%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                   | OGE 5.45 05/15/29                                           | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4094.76      | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                           | AZN 4.9 02/26/31                                            | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14284.17     | 0.02%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                     | DEUTSCHE BANK SECURITIES INC                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |      47657 | PA      | $47657.00     | 0.06%             |  |  |  | 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      | $-19030.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | RKT 6.375 08/01/33 144A                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25336.13     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | T 6.2 10/30/56                                              | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14869.24     | 0.02%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                     | MTB V5.4 07/30/35                                           | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69081.47     | 0.09%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                            | MRVL 5.75 02/15/29                                          | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8258.86      | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                          | PERUGB 6.35 08/12/28                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4000000 | PA      | $1184925.25   | 1.47%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VZ 5.875 11/30/55                                           | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24177.39     | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                     | MCK 4.95 05/30/32                                           | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12184.76     | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                    | WES 5.45 11/15/34                                           | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3983.08      | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                      | NCLH 6.75 02/01/32 144A                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $24898.47     | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                                | HNDA 4.688 07/08/30                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      26000 | PA      | $25894.47     | 0.03%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     816000 | NC      | $113.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 4.8 02/15/36                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14855.77     | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                        | M 4.5 12/15/34                                              | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39309.07     | 0.05%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                   | BMCAUS 6.5 08/15/32 144A                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10106.75     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 4.5 02/15/27                                            | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4000.22      | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                            | EXR 5.35 01/15/35                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5038.98      | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                          | WAB 4.7 09/15/28                                            | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15048.86     | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | T 6.3 10/30/66                                              | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24676.52     | 0.03%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                     | SMYREA 8.875 11/15/31 144A                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20952.84     | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 6.15 07/15/35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13535.29     | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FS2789                                                   | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143315 | PA      | $145138.40    | 0.18%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |      75000 | NC      | $128.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VZ 6 11/30/65                                               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20267.72     | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                         | CMC 6 12/15/35 144A                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24987.52     | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V3.702 05/06/30                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4883.04      | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                        | DKL 8.625 03/15/29 144A                                     | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31315.02     | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                              | J 5.375 03/03/36                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14571.99     | 0.02%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                   | PM 4.875 02/13/29                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12159.24     | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                       | CCDJ 5.25 04/26/29 144A                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     238000 | PA      | $243310.46    | 0.30%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                   | TVA 5.25 02/01/55                                           | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      36000 | PA      | $35112.13     | 0.04%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                         | TPG 4.875 05/15/31                                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19734.98     | 0.02%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                            | LNSTR 2017-5 X                                              | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3151263 | PA      | $7757.78      | 0.01%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| ASX 24                                                                            | ASX 10 Year Treasury Bond Futures                           | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |          4 | NC      | $-4330.12     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                | BATSLN 4.39 08/15/37                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3644.83      | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                             | DGX 2.95 06/30/30                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2818.95      | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                     | NEE 4.625 05/15/30                                          | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5046.14      | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                           | VW 5.25 03/22/29 144A                                       | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     215000 | PA      | $217576.28    | 0.27%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 2.95 04/01/30                                          | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6415.80      | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                      | AM 6.625 02/01/32 144A                                      | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41039.72     | 0.05%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V4.456 02/06/32                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4931.92      | 0.01%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | FISV 5.15 08/12/34                                          | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3899.78      | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FG Q36104                                                   | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35465 | PA      | $33950.71     | 0.04%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                           | MBGGR 4.8 08/01/29 144A                                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151363.76    | 0.19%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | Euro(FOAT) OAT Futures, EUROOAT                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         47 | NC      | $-123410.06   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                            | PNC V6.037 10/28/33                                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7390.71      | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V2.739 10/15/30                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3768.19      | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                             | IEP 10 11/15/29 144A                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10099.79     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.192 04/17/31                                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5079.61      | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                             | DGX 6.4 11/30/33                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3263.81      | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                           | HYNMTR 5.15 03/27/30 144A                                   | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9101.05      | 0.01%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V4.622 04/23/32                                         | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14931.63     | 0.02%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                        | VMW 1.4 08/15/26                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28779.84     | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                            | AAP 7.375 08/01/33 144A                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30971.70     | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| INVESCO U.S CLO 2026-1 LTD                                                        | INVCO 2026-1A C                                             | CUSIP: 46091DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $351925.00    | 0.44%             | 2039-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                        | Ten-Year Government of Canada Bond Futures, Jun-2026        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         24 | NC      | $-52121.72    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| WAND NEWCO 3 INC                                                                  | CALCOL 7.625 01/30/32 144A                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20832.14     | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                            | SO 5.113 08/01/27                                           | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12105.70     | 0.02%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                             | FABSJV 6.2 01/25/37                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210878.41    | 0.26%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 2.8 04/01/27                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40383.97     | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 5.35 05/04/33                                          | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29179.50     | 0.04%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                             | DGX 2.8 06/30/31                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2753.24      | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                        | MAR 2.85 04/15/31 HH                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7335.91      | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                           | HYNMTR 5.4 03/29/32 144A                                    | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14275.01     | 0.02%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                      | TMO 4.55 06/15/33                                           | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19732.85     | 0.02%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4 03/31/30                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11000 | PA      | $11011.17     | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                         | SWOP IRS GBP                                                | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DIR              | CORP              | US        |   -5911000 | NC      | $-12366.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                 | CSCO 4.95 02/26/31                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9214.27      | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND LP                                          | PLDTLF 5.25 04/01/29 144A                                   | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22435.80     | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                                | OCPMR 6.75 05/02/34 144A                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     250000 | PA      | $263312.50    | 0.33%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V3.584 05/22/28 MTN                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3966.46      | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 4.95 02/04/31                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19568.71     | 0.02%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                             | ARW 5.15 08/21/29                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16177.52     | 0.02%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                                   | NORMID 6.75 07/15/32 144A                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25673.13     | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                        | USB V5.033 01/26/37                                         | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40338.14     | 0.05%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                  | DB 5.414 05/10/29                                           | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $179599.15    | 0.22%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 5.45 11/15/55                                         | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18186.83     | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     816000 | NC      | $-187.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                 | CSCO 5.05 02/26/34                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4055.32      | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | WFC V4.96 01/23/37                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38985.41     | 0.05%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                       | CRGYFN 7.625 04/01/32 144A                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20604.34     | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V5.193 02/05/37                                         | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49206.54     | 0.06%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4800 MZ                                                 | CUSIP: 3137F5YQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     917990 | PA      | $865638.22    | 1.08%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                 | NRUC 4.15 12/15/32                                          | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3890.34      | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 3632 IP                                                 | CUSIP: 31398WRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     154845 | PA      | $15447.09     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND LP                                          | PLDTLF 5.5 04/01/34 144A                                    | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4072.04      | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                           | VW 5.3 03/22/27 144A                                        | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     205000 | PA      | $206745.47    | 0.26%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                          | HST 5.5 04/15/35                                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6020.79      | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                         | CURRENCY CONTRACT - EGP                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4066.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -955000 | NC      | $-2260.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                 | BRO 4.9 06/23/30                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16983.67     | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TLN 6.5 02/01/36 144A                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25107.80     | 0.03%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                          | QTC 1.75 07/20/34                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     837000 | PA      | $453531.93    | 0.56%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE COMPANY                           | HCSERV 5.2 06/15/29 144A                                    | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16225.60     | 0.02%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 6.6 12/01/33                                              | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4392.05      | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                  | LSELN 5.297 03/28/34 144A                                   | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201901.22    | 0.25%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                         | HBAN V5.605 01/28/41                                        | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49854.90     | 0.06%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                 | CSCO 4.95 02/24/32                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17354.64     | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                            | UNH 2.75 05/15/40                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       8000 | PA      | $5872.15      | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                    | CNQCN 5.4 12/15/34                                          | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25395.55     | 0.03%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | CURRENCY CONTRACT - EUR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10097.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 5.7 11/15/75                                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11493.67     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | THC 6 11/15/33 144A                                         | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30336.72     | 0.04%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                             | ACN 4.25 10/04/31                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20712.25     | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                    | BHP 5.25 09/08/33                                           | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       3000 | PA      | $3071.43      | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | FISV 5.15 03/15/27                                          | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12066.63     | 0.02%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                              | WEC 5.15 10/01/27                                           | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4042.12      | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                            | HPQ 2.65 06/17/31                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4479.72      | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                           | VW 6.45 11/16/30 144A                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211333.73    | 0.26%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 5.35 01/09/35                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7171.46      | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.592 04/29/31                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15727.87     | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                     | CURRENCY CONTRACT - RON                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3144.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                           | FE 3.5 04/01/28 144A                                        | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $41225.43     | 0.05%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2020-49 PI                                              | CUSIP: 3136BAF33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4254743 | PA      | $519970.20    | 0.65%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                           | SON 4.6 09/01/29                                            | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7988.23      | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                             | NOVNVX 4.6 03/18/33                                         | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29801.51     | 0.04%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6.75 01/31/34 144a                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25700.40     | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 351 C33                                                 | CUSIP: 31325WSH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2381145 | PA      | $445008.69    | 0.55%             | 2046-02-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                           | Essential Utilities Inc                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4063.89      | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                | HPE 5.25 04/01/33                                           | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15052.45     | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                 | BXMT 2026-FL6 AS                                            | CUSIP: 05620AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     425000 | PA      | $426322.26    | 0.53%             | 2043-08-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                       | HNDA 4.85 10/23/31 GMTN                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15926.08     | 0.02%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   -4080000 | NC      | $2361.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                 | CSCO 5.1 02/24/35                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5062.55      | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GS V5.065 01/21/37                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13692.09     | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                               | CMALT 2006-A3 1A7                                           | CUSIP: 17309KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     182342 | PA      | $163336.96    | 0.20%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                                        | CSUCN 5.158 02/16/29 144A                                   | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      11000 | PA      | $11042.43     | 0.01%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                      | WMB 4.9 03/15/29                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4044.44      | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 351 C32                                                 | CUSIP: 31325WSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453969 | PA      | $24177.77     | 0.03%             | 2031-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 5.375 03/15/29 MTN                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2050.79      | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                                       | PSDO 7.5 06/01/31 144A                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20224.66     | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                                     | TDG 6.125 07/31/34 144A                                     | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15035.25     | 0.02%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4                                        | GPMF 2006-AR3 4A1                                           | CUSIP: 39538WHF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131121 | PA      | $119861.26    | 0.15%             | 2036-04-25      | Floating      | 4.19%                 | 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      | $-5951.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                                | OCPMR V6.7405 PERP 144a                                     | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $199235.00    | 0.25%             | N/A             | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY                                        | NWMLIC 6.17 05/29/55 144A                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10338.73     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                  | R 5.25 06/01/28 MTN                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9150.03      | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                             | WCNCN 4.8 07/15/36                                          | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19586.23     | 0.02%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO 32 LTD                                                           | SIXST 2026-32A C                                            | CUSIP: 83012YAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300288.90    | 0.37%             | 2039-04-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2008-41 S                                               | CUSIP: 31397LLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     366490 | PA      | $32471.54     | 0.04%             | 2036-11-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                             | TFC V5.435 01/24/30 MTN                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22515.69     | 0.03%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | TIBX 8.25 06/30/32 144A                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38029.71     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BBDBCN 7.25 07/01/31 144A                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $31603.17     | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 351 C31                                                 | CUSIP: 31325WSF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     676637 | PA      | $28714.93     | 0.04%             | 2031-02-15      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |    -234000 | NC      | $2475.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-13 LTD                                                         | AWPT 2021-13A C1R                                           | CUSIP: 28622EAY4<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $991279.00    | 1.23%             | 2034-07-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2010-123 SL                                             | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1405564 | PA      | $84119.08     | 0.10%             | 2040-11-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                    | BHP 5.25 09/08/30                                           | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       8000 | PA      | $8248.77      | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                           | ETR 5 09/01/33                                              | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4015.59      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW 5.1 03/01/30                                            | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8031.35      | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                              | DTE 2.25 03/01/30                                           | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      29000 | PA      | $26848.03     | 0.03%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST 2018-2                                              | GFMT 2018-2 A51                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94333 | PA      | $91639.76     | 0.11%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                 | DVN 5.2 09/15/34                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8033.88      | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                             | NOVNVX 5.6 03/18/46                                         | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18027.20     | 0.02%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 351 200                                                 | CUSIP: 31325WQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     361424 | PA      | $54056.06     | 0.07%             | 2046-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     427000 | NC      | $4591.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 351 C30                                                 | CUSIP: 31325WSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     536541 | PA      | $17222.92     | 0.02%             | 2031-02-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXC 5.15 03/15/29                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6112.91      | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                                      | GSMBS 2019-PJ3 A1                                           | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5046 | PA      | $4748.71      | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                           | Essential Utilities Inc                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      29000 | PA      | $26998.04     | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                        | FTSCN 3.055 10/04/26                                        | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      31000 | PA      | $30798.64     | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XVIII LTD                                                       | MVEW 2024-1A C                                              | CUSIP: 623908AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $451253.25    | 0.56%             | 2037-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                         | OKE 6.25 10/15/55                                           | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8851.34      | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                        | HUM 5.375 04/15/31                                          | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9124.87      | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                             | NSC 2.55 11/01/29                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2828.90      | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                 | CMLTI 2006-WF1 A2E                                          | CUSIP: 17307G4K1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     311009 | PA      | $140198.57    | 0.17%             | 2036-03-25      | Variable      | 4.47%                 | 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      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                             | AON 5.125 03/01/27                                          | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5033.76      | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                          | DTV 8.875 02/01/30 144a                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40788.88     | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                        | THAIGB 3.35 06/17/33                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    8250000 | PA      | $276522.74    | 0.34%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST 2021-HB1                                                      | RATE 2021-HB1 A31                                           | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469963 | PA      | $386440.74    | 0.48%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORCL 6.85 02/04/66                                          | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10115.23     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA 2.375 07/15/31                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4437.68      | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V5.042 07/19/30                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5057.80      | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                             | NOVNVX 5.7 03/18/56                                         | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20047.29     | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ3                                      | GSMBS 2021-PJ3 A4                                           | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     680272 | PA      | $559798.23    | 0.70%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                         | JPM V4.81 10/22/36                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29153.21     | 0.04%             | 2036-10-22      | Fixed         | 4.81%                 | 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      | $14061.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                            | LGENSO 5.875 04/02/36 144A                                  | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200492.00    | 0.25%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                    | PEG 5.75 05/15/35 144A                                      | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12255.60     | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | ES 1.4 08/15/26 U                                           | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13880.05     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                        | MMM 5.15 03/15/35                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6073.85      | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                   | CSLAU 4.05 04/27/29 144A                                    | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      12000 | PA      | $11840.55     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY (THE)                                                          | CPB 2.375 04/24/30                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9010.47      | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                  | FE 3.9 07/15/27 B                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11920.22     | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                               | MRK 4.45 12/04/32                                           | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23781.23     | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CI 2.375 03/15/31                                           | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      27000 | PA      | $24365.68     | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                           | MERIDI 6.25 04/30/31 144A                                   | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20004.75     | 0.02%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     792000 | NC      | $2536.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                         | EVRG 5.9 11/15/33                                           | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4237.05      | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                              | CHTR 6.55 06/01/34                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5173.46      | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY (THE)                                                            | CC 7.875 03/15/34 144A                                      | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20468.28     | 0.03%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                         | FE 5.85 02/15/34 144A                                       | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4197.34      | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN AH1141                                                   | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104925 | PA      | $104096.40    | 0.13%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                 | AXL 7.75 10/15/33 144A                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29308.58     | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| PSEG POWER LLC                                                                    | PEG 5.2 05/15/30 144A                                       | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12191.00     | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                          | AXP V4.456 02/10/32                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4949.14      | 0.01%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                                                        | COKE 5.25 06/01/29                                          | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12270.47     | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                 | NGGLN 5.418 01/11/34                                        | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       5000 | PA      | $5100.25      | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** Voya Mutual Funds

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration