# EDGAR Filing Document

**Accession Number:** 0000910682
**File Stem:** 0000940400-25-014359
**Filing Date:** 2025-12
**Character Count:** 356932
**Document Hash:** c2e37c95c9ad99363cfa8658944fe6e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014359.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000940400-25-014359

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS
- **CENTRAL INDEX KEY:** 0000910682

**ORGANIZATION NAME:**
- **EIN:** 521842569
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07972
- **FILM NUMBER:** 251598356

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS INC /MD/
- **DATE OF NAME CHANGE:** 19961202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS INC
- **DATE OF NAME CHANGE:** 19960508

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN ADVISOR FUNDS INC
- **DATE OF NAME CHANGE:** 19931203

## Series and Classes Contracts Data

### Nomura Diversified Income Fund (Series ID: S000003911)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010956 | CLASS A             | DPDFX           |
| C000010958 | CLASS C             | DPCFX           |
| C000010959 | CLASS R             | DPRFX           |
| C000010960 | INSTITUTIONAL CLASS | DPFFX           |
| C000171464 | Class R6            | DPZRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Group Adviser Funds

- **b. Investment Company Act file number:** 811-07972

- **c. CIK number of Registrant:** 0000910682

- **d. LEI of Registrant:** 5493002O562H7WTKN265

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

- **a. Name of Series:** Nomura Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000003911

- **c. LEI of Series:** PYM3I3A21N5B33EG7313

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2486787815.13

**Total Liabilities:** $47752996.23

**Net Assets:** $2439034818.90

**Delayed Delivery Securities:** $18869988.40

**Cash Not Reported:** $16204994.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1464.08859000 | **1-Year:** 99123.49610000 | **5-Year:** 570125.77778000 | **10-Year:** 286082.19621000 | **30-Year:** 18368.70151000

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

- **3-Month:** 120.48055000 | **1-Year:** 16882.72679000 | **5-Year:** 49168.08882000 | **10-Year:** 12986.54825000 | **30-Year:** 424.28208000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010956 | 1.28%                | 1.26%                | 0.50%                |
| Class ID C000010958 | 1.21%                | 1.19%                | 0.44%                |
| Class ID C000010959 | 1.26%                | 1.11%                | 0.48%                |
| Class ID C000010960 | 1.30%                | 1.15%                | 0.52%                |
| Class ID C000171464 | 1.31%                | 1.28%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1874303.60             | $22419851.22                               |
| Month 2  | $-11148564.63            | $27554007.29                               |
| Month 3  | $-5240144.38             | $7591381.33                                |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8799.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-34315.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5557461 | PA      | $5560800.25   | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71891 | PA      | $65858.57     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   2608430 | PA      | $2615928.89   | 0.11%             | 2031-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5319350.13   | 0.22%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    946863 | PA      | $886877.45    | 0.04%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $520717.27    | 0.02%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719876 | PA      | $673084.00    | 0.03%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3949452.78   | 0.16%             | 2041-12-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3395000 | PA      | $3380824.86   | 0.14%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    233000 | PA      | $230182.35    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140JLLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6399223 | PA      | $6349465.68   | 0.26%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    705000 | PA      | $742323.41    | 0.03%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    457143 | PA      | $459666.75    | 0.02%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13625000 | PA      | $13788713.91  | 0.57%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    574277 | PA      | $88335.34     | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2655000 | PA      | $2705235.52   | 0.11%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                 | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12405000 | PA      | $12209251.58  | 0.50%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $692504.97    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463116 | PA      | $422259.40    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512793 | PA      | $1378754.50   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5138100 | PA      | $5155908.65   | 0.21%             | 2029-10-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3867399.94   | 0.16%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3796038.67   | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9799000 | PA      | $10192583.69  | 0.42%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1754234 | PA      | $1605388.44   | 0.07%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1577146.25   | 0.06%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4244989.88   | 0.17%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $457331.85    | 0.02%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3632776.20   | 0.15%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8795000 | PA      | $8854445.41   | 0.36%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1382000 | PA      | $1399413.20   | 0.06%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $207291.76    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1185126.20   | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1256451.39   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195649 | PA      | $1205286.67   | 0.05%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1409000 | PA      | $1284451.59   | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751060 | PA      | $713469.34    | 0.03%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                            | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $649801.98    | 0.03%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    827000 | PA      | $772467.62    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $847892.01    | 0.03%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2271593.21   | 0.09%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2270005.67   | 0.09%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |   1110000 | PA      | $1140329.09   | 0.05%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                    | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    835300 | PA      | $866880.63    | 0.04%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPXE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11417386 | PA      | $11699942.73  | 0.48%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9254453 | PA      | $8359287.02   | 0.34%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223080 | PA      | $212707.66    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1480751.71   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1080000 | PA      | $1008937.94   | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    328000 | PA      | $234493.76    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1128066.75   | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1286759 | PA      | $1267457.41   | 0.05%             | 2031-10-21      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3195000 | PA      | $2829419.47   | 0.12%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $500322.35    | 0.02%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77945 | PA      | $75623.91     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1239408.78   | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $438475.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5063970 | PA      | $5012268.80   | 0.21%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1828812.18   | 0.07%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1184512.14   | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9167000 | PA      | $7924943.92   | 0.32%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2809414.87   | 0.12%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8528024 | PA      | $7671071.96   | 0.31%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2388003.46   | 0.10%             | 2045-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    655000 | PA      | $678596.57    | 0.03%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $388862.84    | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                         | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    815000 | PA      | $874129.23    | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    299000 | PA      | $295384.22    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13530000 | PA      | $13031595.39  | 0.53%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                 | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29331.04     | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                       | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    615000 | PA      | $646681.11    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1555785.42   | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6085000 | PA      | $5723153.65   | 0.23%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    951352 | PA      | $943027.49    | 0.04%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6004000 | PA      | $6312151.10   | 0.26%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $2233579.31   | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $792220.04    | 0.03%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                            | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    622108 | PA      | $621796.82    | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1400610 | NS      | $2454884.06   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3595000 | PA      | $3540324.00   | 0.15%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2472000 | PA      | $2556382.46   | 0.10%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    659816 | PA      | $679808.30    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6454301.85   | 0.26%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4875000 | PA      | $4773456.19   | 0.20%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1549006 | PA      | $1557380.90   | 0.06%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10486 | PA      | $10587.09     | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $350586.56    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5531107.85   | 0.23%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4278866.33   | 0.18%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   5157000 | PA      | $5361299.20   | 0.22%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2280348.97   | 0.09%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1581000 | PA      | $1617959.35   | 0.07%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83792 | PA      | $83302.37     | 0.00%             | 2045-05-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3333509.26   | 0.14%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9938000 | PA      | $9598833.95   | 0.39%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $888065.23    | 0.04%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2093.75      | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2191071.57   | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $882424.84    | 0.04%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    500000 | PA      | $508575.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385000 | PA      | $3690959.74   | 0.15%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6235536 | PA      | $6395194.95   | 0.26%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                                | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |   1295000 | PA      | $3431.75      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    714000 | PA      | $707964.63    | 0.03%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1038685.99   | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017090.40   | 0.12%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    719000 | PA      | $751594.43    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5950000 | PA      | $5547713.96   | 0.23%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3934822.46   | 0.16%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $37520.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $250675.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16455228 | PA      | $13438430.00  | 0.55%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $4158947.16   | 0.17%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securiti                 | Bear Stearns Mortgage Securities Inc                                             | CUSIP: 073914TS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6111 | PA      | $2062.23      | 0.00%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1896593.43   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2417096 | PA      | $2232185.83   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   2970000 | PA      | $2973712.50   | 0.12%             | 2031-08-18      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1593891.20   | 0.07%             | 2038-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378PFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    978485 | PA      | $881333.33    | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    143843 | PA      | $133233.55    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1448000 | PA      | $1390876.40   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1111736 | PA      | $999608.33    | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    725000 | PA      | $685284.50    | 0.03%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Salomon Brothers Mortgage Secu                 | Citigroup Global Markets Mortgage Securities VII Inc                             | CUSIP: 79548KUU0<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-MBS          | CORP              | US        |    470252 | PA      | $83788.95     | 0.00%             | 2030-12-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25066 | PA      | $19648.94     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $307500.00    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3239744.87   | 0.13%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1904608 | PA      | $1903535.21   | 0.08%             | 2031-12-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16558357 | PA      | $16558646.44  | 0.68%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4533285.73   | 0.19%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5244347.68   | 0.22%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2840206.04   | 0.12%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    770000 | PA      | $703172.01    | 0.03%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                          | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    395000 | PA      | $409403.71    | 0.02%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    350000 | PA      | $319305.00    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1924109.26   | 0.08%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7600000 | PA      | $7744897.04   | 0.32%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1845434.20   | 0.08%             | 2038-02-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1462078.03   | 0.06%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970000 | PA      | $2877423.02   | 0.12%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    785000 | PA      | $803248.27    | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225651 | PA      | $3651577.95   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1793163.38   | 0.07%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1517115.75   | 0.06%             | 2038-04-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AC5Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5013900 | PA      | $5087267.12   | 0.21%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2617012.52   | 0.11%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1148398.37   | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8833018 | PA      | $8864427.06   | 0.36%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |   1050000 | PA      | $953043.84    | 0.04%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9997420 | PA      | $8684172.31   | 0.36%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4280000 | PA      | $4154184.69   | 0.17%             | 2038-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7788561 | PA      | $7410721.13   | 0.30%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131XJ4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355696 | PA      | $329917.82    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1251937.87   | 0.05%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5438691.25   | 0.22%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $719255.03    | 0.03%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                          | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |   1032000 | PA      | $1036855.25   | 0.04%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2092000 | PA      | $1779723.39   | 0.07%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3890000 | PA      | $3695047.59   | 0.15%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8711785 | PA      | $7799474.36   | 0.32%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7830865 | PA      | $6435946.90   | 0.26%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    465000 | PA      | $422078.41    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $806218.37    | 0.03%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    363000 | PA      | $423202.53    | 0.02%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7279403 | PA      | $7429316.20   | 0.30%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2003-W1                                                   | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4369 | PA      | $4385.52      | 0.00%             | 2042-12-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3158897.25   | 0.13%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                            | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3347784.70   | 0.14%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3815000 | PA      | $3775500.25   | 0.15%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120641 | PA      | $123307.83    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    465000 | PA      | $489807.24    | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3333000 | PA      | $2802448.39   | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $590274.90    | 0.02%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5209577 | PA      | $5152717.37   | 0.21%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $224730.24    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21451397 | PA      | $18221381.06  | 0.75%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295000 | PA      | $4971298.12   | 0.20%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2138116 | PA      | $2039729.31   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14764 | PA      | $14462.51     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $317310.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    610000 | PA      | $647907.35    | 0.03%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  16650000 | NS      | $16650000.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4360667 | PA      | $4419396.44   | 0.18%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1836700.35   | 0.08%             | 2038-04-23      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    462000 | PA      | $456923.64    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $369300.00    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    665000 | PA      | $692937.85    | 0.03%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3940844 | PA      | $3721636.45   | 0.15%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4108336.40   | 0.17%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    650000 | PA      | $644193.68    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |  10299616 | PA      | $10657195.71  | 0.44%             | 2033-12-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1967710.73   | 0.08%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                            | SVB Financial Trust                                                              | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10507 | NS      | $5726315.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3311540.02   | 0.14%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4519346 | PA      | $3841430.96   | 0.16%             | 2052-04-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    845000 | PA      | $864710.30    | 0.04%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1453493 | PA      | $1441280.63   | 0.06%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1312112 | PA      | $1296500.53   | 0.05%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4901128.52   | 0.20%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12405 | PA      | $12479.13     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                             | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   6268539 | PA      | $6250254.04   | 0.26%             | 2031-02-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                                | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1503958.18   | 0.06%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                           | Kallpa Generacion SA                                                             | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    835000 | PA      | $842222.75    | 0.03%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                   | TBC Bank JSC                                                                     | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    645000 | PA      | $675331.96    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BURGAN BANK                                    | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    745000 | PA      | $726127.66    | 0.03%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1835000 | PA      | $1896057.79   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2591883.75   | 0.11%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    804000 | PA      | $840512.29    | 0.03%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                          | Central American Bank for Economic Integration                                   | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $508710.30    | 0.02%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131XLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434614 | PA      | $402570.14    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $351120.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3996000 | PA      | $3641947.61   | 0.15%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $217580.46    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3969891 | PA      | $3608762.09   | 0.15%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    808799 | PA      | $719065.67    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                         | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6641000 | PA      | $6544354.86   | 0.27%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                             | Aegea Finance Sarl                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $693637.06    | 0.03%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    900000 | PA      | $918900.00    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $78530.68     | 0.00%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361698 | PA      | $1234572.62   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1231 | NC      | $-761140.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3503189.48   | 0.14%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3185000 | PA      | $3163466.53   | 0.13%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2956329 | PA      | $2785252.33   | 0.11%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4225000 | PA      | $4201844.89   | 0.17%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENU                 | Public Finance Authority                                                         | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4670000 | PA      | $5132890.40   | 0.21%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1623683.75   | 0.07%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1419322 | PA      | $1235222.93   | 0.05%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    155000 | PA      | $118829.43    | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1271442.42   | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4865000 | PA      | $4367089.63   | 0.18%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    955000 | PA      | $988807.00    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1131114.60   | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $874637.25    | 0.04%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    561000 | PA      | $579400.80    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     73088 | PA      | $70346.82     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1438833.99   | 0.06%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    805000 | PA      | $810288.93    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2062380.88   | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6820000 | PA      | $6736384.75   | 0.28%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLYF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3864081 | PA      | $3996566.85   | 0.16%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6560000 | PA      | $6460797.06   | 0.26%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332428 | PA      | $1255051.94   | 0.05%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3224214 | PA      | $3277863.10   | 0.13%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128661 | PA      | $125034.47    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    153408 | PA      | $134073.00    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5710000 | PA      | $5373831.74   | 0.22%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    856789 | PA      | $907656.45    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $979052.81    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2337097.93   | 0.10%             | 2045-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32307317 | PA      | $26881503.73  | 1.10%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    721000 | PA      | $558594.75    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2002-W6                                                   | CUSIP: 31392DH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6133 | PA      | $6159.66      | 0.00%             | 2042-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                          | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1072416.40   | 0.04%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $2072422.44   | 0.08%             | 2045-05-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $346906.65    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1818306.08   | 0.07%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                 | Banco Macro SA                                                                   | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    990000 | PA      | $1000197.00   | 0.04%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4020000 | PA      | $3894847.35   | 0.16%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2821289 | PA      | $2561807.28   | 0.11%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $794707.85    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3006005 | PA      | $2700980.14   | 0.11%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $783605.43    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                                      | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |   1307189 | PA      | $1315358.56   | 0.05%             | 2029-10-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $335362.50    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471412 | PA      | $1353728.41   | 0.06%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804902 | PA      | $822939.86    | 0.03%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525765 | PA      | $493133.93    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $9655747.73   | 0.40%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    610000 | PA      | $622712.95    | 0.03%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    825000 | PA      | $740660.09    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4515068 | PA      | $4628033.51   | 0.19%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    830000 | PA      | $845106.00    | 0.03%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                       | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $1031321.20   | 0.04%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4387008.72   | 0.18%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $221683.46    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10821640 | PA      | $10319524.65  | 0.42%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $589155.02    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4758595.02   | 0.20%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2995000 | PA      | $2461833.30   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572785 | PA      | $1479747.55   | 0.06%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                       | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1021939.50   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $1022180.70   | 0.04%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1277122 | PA      | $1047239.71   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $298650.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4730000 | PA      | $4218345.02   | 0.17%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4448274.53   | 0.18%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1605000 | PA      | $1599542.04   | 0.07%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    440000 | PA      | $439339.87    | 0.02%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1784438.86   | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                      | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6156316.20   | 0.25%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  16650000 | NS      | $16650000.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    353393 | PA      | $230412.24    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281065 | PA      | $1148314.98   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                           | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8875000 | PA      | $8863059.58   | 0.36%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1683000 | PA      | $1656678.38   | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                          | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   6390000 | PA      | $6363918.58   | 0.26%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617AAXZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238196 | PA      | $228346.29    | 0.01%             | 2035-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1277012.22   | 0.05%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23969692 | PA      | $23468775.49  | 0.96%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  16650000 | NS      | $16650000.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    865000 | PA      | $924976.94    | 0.04%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    870000 | PA      | $809434.34    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $299954.31    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10304709 | PA      | $8904739.30   | 0.37%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410126.69    | 0.02%             | 2045-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1876521.60   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    560000 | PA      | $583638.16    | 0.02%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2230906 | PA      | $2196917.98   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5106213 | PA      | $5166812.27   | 0.21%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1135000 | PA      | $1148773.23   | 0.05%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1111000 | PA      | $1083380.21   | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $2032041.60   | 0.08%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2984903.19   | 0.12%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                  | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79367 | PA      | $81741.22     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3192134 | PA      | $3166795.57   | 0.13%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    725000 | PA      | $757023.25    | 0.03%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4100000 | PA      | $4202241.70   | 0.17%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2004-T1                                                 | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6111 | PA      | $6290.09      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     65024 | PA      | $55497.98     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125363 | PA      | $121270.48    | 0.00%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1387000 | PA      | $1398319.31   | 0.06%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $294738.02    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $604387.50    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16810000 | PA      | $16426768.98  | 0.67%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5344575 | PA      | $5476956.84   | 0.22%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $507096.20    | 0.02%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                    | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    815000 | PA      | $821275.50    | 0.03%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FTW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103280 | PA      | $100034.67    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6910000 | PA      | $6999280.66   | 0.29%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2013-7                                                                | CUSIP: 12647PAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746261 | PA      | $621745.68    | 0.03%             | 2043-08-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2187 | NC      | $2671548.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3953261 | PA      | $4060747.28   | 0.17%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   2469532 | PA      | $2474905.45   | 0.10%             | 2034-01-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                             | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6953000 | PA      | $7025826.42   | 0.29%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2208876.22   | 0.09%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579852 | PA      | $567615.33    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3297632.99   | 0.14%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2440038.49   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $6185748.12   | 0.25%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107795 | PA      | $1084530.87   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131WEYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $127.92       | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                        | GDZ Elektrik Dagitim AS                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    675000 | PA      | $662397.08    | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241KGU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47125 | PA      | $47409.05     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161645 | PA      | $2250551.94   | 0.09%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    450000 | PA      | $413391.24    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2097951 | PA      | $2077742.16   | 0.09%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3780401.27   | 0.15%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3583093 | PA      | $3620607.75   | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5701756.16   | 0.23%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5155000 | PA      | $5107258.51   | 0.21%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300042.60    | 0.01%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72518 | PA      | $66190.20     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3547987 | PA      | $3698351.18   | 0.15%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15403169 | PA      | $14831294.45  | 0.61%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741516 | PA      | $1738190.45   | 0.07%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                       | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    400000 | PA      | $424200.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    250000 | PA      | $233515.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  14345000 | PA      | $14494971.24  | 0.59%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                              | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    835000 | PA      | $852994.25    | 0.03%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1445000 | PA      | $1435970.20   | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                        | Turkiye Garanti Bankasi AS                                                       | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    735000 | PA      | $765287.73    | 0.03%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $10714908.24  | 0.44%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    402000 | PA      | $434325.54    | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2648800.80   | 0.11%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332604 | PA      | $326324.69    | 0.01%             | 2045-01-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4413698.85   | 0.18%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191569 | PA      | $174587.55    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    450000 | PA      | $482737.50    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11703252 | PA      | $11956008.12  | 0.49%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2015-SC01                                | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452198 | PA      | $411742.92    | 0.02%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $4023959.18   | 0.16%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6585000 | PA      | $6636607.96   | 0.27%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3737574 | PA      | $3826284.24   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    740000 | PA      | $737157.59    | 0.03%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $523423.20    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2104190.02   | 0.09%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                            | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $883851.76    | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182863 | PA      | $187828.40    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3335065.50   | 0.14%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3120312.37   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2743126.05   | 0.11%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                            | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    670000 | PA      | $677254.22    | 0.03%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                   | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $5904917.98   | 0.24%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    779921 | PA      | $773230.80    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2013-1                                                  | CUSIP: 008414AG9<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-MBS          | CORP              | US        |   1482562 | PA      | $1179229.99   | 0.05%             | 2043-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6251759.09   | 0.26%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12547899 | PA      | $11950263.11  | 0.49%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246642 | PA      | $239997.69    | 0.01%             | 2036-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3818017.06   | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                             | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    740000 | PA      | $796425.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7544840.45   | 0.31%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125644 | PA      | $124810.27    | 0.01%             | 2031-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1709128.51   | 0.07%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2248910.40   | 0.09%             | 2042-01-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3392190 | PA      | $3403607.58   | 0.14%             | 2045-03-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    949000 | PA      | $951214.78    | 0.04%             | 2067-06-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8150000 | PA      | $8160187.50   | 0.33%             | 2042-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7865000 | PA      | $7693798.61   | 0.32%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    133826 | PA      | $130646.49    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2372702.01   | 0.10%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $356318.93    | 0.01%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    747325 | PA      | $783943.93    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $823786.15    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78210 | PA      | $73908.88     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17479700 | PA      | $17710453.16  | 0.73%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4904374.90   | 0.20%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2559913.60   | 0.10%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7747780 | PA      | $6737060.59   | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $801264.80    | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4578000 | PA      | $4610696.08   | 0.19%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   8657000 | PA      | $8876457.55   | 0.36%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3655509.14   | 0.15%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $116152.96    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3105987.21   | 0.13%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                            | Muthoot Finance Ltd                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    985000 | PA      | $1001681.57   | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $613620.89    | 0.03%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6450645.43   | 0.26%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5079308.74   | 0.21%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1814602.56   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2128733.97   | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3330000 | PA      | $3476496.69   | 0.14%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    720000 | PA      | $717441.84    | 0.03%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5763337 | PA      | $5796289.64   | 0.24%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    790000 | PA      | $861423.90    | 0.04%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                             | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255000 | PA      | $5332503.89   | 0.22%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $722310.72    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-1                                                           | CUSIP: 46643UDP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621551 | PA      | $609875.94    | 0.03%             | 2044-12-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    915000 | PA      | $946075.32    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1647663.69   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3247176.80   | 0.13%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2912231 | PA      | $3037395.56   | 0.12%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $331270.36    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Contimortgage Home Equity Loan                 | Contimortgage Home Equity Loan Trust 1996-4                                      | CUSIP: 21075WDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       922 | PA      | $904.61       | 0.00%             | 2028-01-15      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1681253.72   | 0.07%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8310000 | PA      | $7884462.35   | 0.32%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4717744.78   | 0.19%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3211780.95   | 0.13%             | 2040-08-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2698930.08   | 0.11%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $229062.16    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $410103.22    | 0.02%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8862000 | PA      | $9088695.28   | 0.37%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       588 | NC      | $1218021.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2024-A                                              | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3069465 | PA      | $3076144.73   | 0.13%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1625460.16   | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2434966.70   | 0.10%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2100798.86   | 0.09%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                            | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $804596.97    | 0.03%             | 2032-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2711.98      | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9188267 | PA      | $7534442.31   | 0.31%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                        | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199166.00   | 0.05%             | 2036-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3620AX6F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91364 | PA      | $91431.30     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                       | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $447604.00    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7073897 | PA      | $7147799.09   | 0.29%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2016-SC02                                | CUSIP: 3137G1BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151399 | PA      | $131661.62    | 0.01%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6247293.26   | 0.26%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458376 | PA      | $468090.91    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    300000 | PA      | $285318.00    | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2260113.60   | 0.09%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Cor                 | MRFC Mortgage Pass-Through Trust Series 1998-2                                   | CUSIP: 585525BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        61 | PA      | $61.02        | 0.00%             | 2028-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                             | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    920000 | PA      | $957260.00    | 0.04%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    460000 | PA      | $477265.23    | 0.02%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1850000 | PA      | $1850458.80   | 0.08%             | 2038-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670806.84    | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                            | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $208691.10    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                       | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    925000 | PA      | $970084.22    | 0.04%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2456364.40   | 0.10%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147534945 | PA      | $151840220.94 | 6.23%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HHXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13647 | PA      | $13493.61     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    720000 | PA      | $759885.98    | 0.03%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    775000 | PA      | $784986.34    | 0.03%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10850963 | PA      | $10134845.02  | 0.42%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $175372.29    | 0.01%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                          | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    755000 | PA      | $744431.28    | 0.03%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $867162.50    | 0.04%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                        | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    970000 | PA      | $985871.53    | 0.04%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2824480 | PA      | $2833085.94   | 0.12%             | 2030-12-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1631722.95   | 0.07%             | 2038-01-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1635869.40   | 0.07%             | 2038-04-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1592312.38   | 0.07%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1570891 | PA      | $1577886.64   | 0.06%             | 2028-09-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298674.78    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    351000 | PA      | $340123.46    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    783000 | PA      | $826118.24    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REVENUE                      | Texas Water Development Board                                                    | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5450000 | PA      | $5531314.00   | 0.23%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1975000 | PA      | $1978485.48   | 0.08%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $2014346.23   | 0.08%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3287272.65   | 0.13%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                              | AMAZON HOLDCO INC                                                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3320000 | PA      | $3294409.44   | 0.14%             | 2031-09-29      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4428766.28   | 0.18%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                          | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $560005.38    | 0.02%             | N/A             | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1457559.06   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1656721.13   | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5352000 | PA      | $5512350.20   | 0.23%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1434683.38   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                             | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $411038.44    | 0.02%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6081374 | PA      | $5802433.32   | 0.24%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11975000 | PA      | $11734140.84  | 0.48%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2013-4                                                    | CUSIP: 81744YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222132 | PA      | $215153.33    | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1542877.26   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                   | SPX FLOW INC                                                                     | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   3320000 | PA      | $3341785.84   | 0.14%             | 2029-04-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                  | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    320000 | PA      | $290540.03    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9805000 | PA      | $8810913.21   | 0.36%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1295115.74   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1900000 | PA      | $2029191.83   | 0.08%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS                              | AL Jawaher Assets Co Spc                                                         | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |   1085000 | PA      | $1081637.59   | 0.04%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    900000 | PA      | $931830.48    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  17080000 | PA      | $17362540.78  | 0.71%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                          | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    850000 | PA      | $892533.41    | 0.04%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0CW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24474496 | PA      | $22708313.89  | 0.93%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | PA      | $7842346.25   | 0.32%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                      | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2341000 | PA      | $2579688.36   | 0.11%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3474000 | PA      | $3488392.78   | 0.14%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    754000 | PA      | $774080.00    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1135000 | PA      | $1171414.89   | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                  | Pluspetrol SA                                                                    | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    960000 | PA      | $978816.00    | 0.04%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    992000 | PA      | $227693.76    | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1956884.38   | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1601762.66   | 0.07%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4142405.97   | 0.17%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1795399.10   | 0.07%             | 2038-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    695000 | PA      | $722532.98    | 0.03%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6926489 | PA      | $5662486.96   | 0.23%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   4520000 | PA      | $4558372.54   | 0.19%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    525000 | PA      | $564999.75    | 0.02%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884798 | PA      | $885403.14    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       811 | PA      | $661.06       | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529078 | PA      | $512031.89    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3560249.00   | 0.15%             | 2042-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    820000 | PA      | $743820.11    | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1136362.82   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3660140 | PA      | $3612261.89   | 0.15%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6075678 | PA      | $5668589.95   | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5746000 | PA      | $5751767.26   | 0.24%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2680560.25   | 0.11%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   5440000 | PA      | $5500158.78   | 0.23%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $8486534.50   | 0.35%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   4960000 | PA      | $4532263.49   | 0.19%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1913707.01   | 0.08%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    595000 | PA      | $586238.45    | 0.02%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1187289.60   | 0.05%             | 2039-04-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495000 | PA      | $3442731.23   | 0.14%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6848904 | PA      | $6676784.31   | 0.27%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1695000 | PA      | $1693157.54   | 0.07%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    550000 | PA      | $470250.00    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4226586 | PA      | $3851932.86   | 0.16%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573053 | PA      | $555150.71    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241372.90    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $286653.35    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    925000 | PA      | $717753.66    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                          | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1002391.36   | 0.04%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3562871 | PA      | $3448417.74   | 0.14%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2282677.76   | 0.09%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $170078.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    465000 | PA      | $485052.94    | 0.02%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15758 | PA      | $15843.33     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2416625.57   | 0.10%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14455955 | PA      | $12467322.79  | 0.51%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                       | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    500000 | PA      | $541048.00    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180070 | PA      | $170971.72    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    905000 | PA      | $984825.16    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                         | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    290000 | PA      | $340634.21    | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    465000 | PA      | $497271.00    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12071000 | PA      | $11675881.16  | 0.48%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $421153.04    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188067 | PA      | $184214.12    | 0.01%             | 2045-01-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1808148 | PA      | $1854743.75   | 0.08%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1693118.12   | 0.07%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                             | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    825000 | PA      | $839628.44    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3226 | PA      | $58.26        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2108458.13   | 0.09%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                          | Celestial Dynasty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    850000 | PA      | $849318.05    | 0.03%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    350000 | PA      | $328718.25    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14147391 | PA      | $14485449.59  | 0.59%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $515738.80    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3099294 | PA      | $2555269.96   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10505038 | PA      | $9726525.17   | 0.40%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $283783.94    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    466469 | PA      | $466696.35    | 0.02%             | 2032-02-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $662872.50    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1293501 | PA      | $1177731.68   | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $722791.92    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 1999-T2                                                 | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2273 | PA      | $2348.28      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                       | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    605000 | PA      | $568469.68    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2002-T19                                                | CUSIP: 31392GVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30246 | PA      | $31776.76     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $402150.92    | 0.02%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5059060.86   | 0.21%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988857 | PA      | $926268.97    | 0.04%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1110000 | PA      | $1243943.15   | 0.05%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $427044.72    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                            | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   4755000 | PA      | $4859895.30   | 0.20%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    395000 | PA      | $334935.35    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9123000 | PA      | $10394909.50  | 0.43%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                    | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    690000 | PA      | $776585.34    | 0.03%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3223103.43   | 0.13%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2459005 | PA      | $2114318.83   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    350000 | PA      | $378727.73    | 0.02%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $846970.18    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2302566.04   | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $538839.08    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    200000 | PA      | $231205.07    | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    227000 | PA      | $239979.66    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3356424.92   | 0.14%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4070341 | PA      | $3648918.92   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    915000 | PA      | $958371.00    | 0.04%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    426000 | PA      | $448556.70    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                              | MNSN Holdings Inc                                                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $489653.13    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $230067.05    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                 | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    950000 | PA      | $951662.50    | 0.04%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $553822.01    | 0.02%             | 2034-09-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1545119.05   | 0.06%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2612225.74   | 0.11%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9134670 | PA      | $9230103.76   | 0.38%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    546605 | PA      | $530694.11    | 0.02%             | 2029-06-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    216947 | PA      | $210324.92    | 0.01%             | 2029-06-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135095 | PA      | $130744.13    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $979831.86    | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1464 | PA      | $19.13        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XA4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646075 | PA      | $614826.41    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2795779 | PA      | $2803766.09   | 0.11%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296295 | PA      | $1226990.22   | 0.05%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8775530 | PA      | $7870084.42   | 0.32%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                      | Colbun SA                                                                        | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    670000 | PA      | $677370.00    | 0.03%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $421450.70    | 0.02%             | 2034-11-05      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485159.30   | 0.06%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    850000 | PA      | $897409.60    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9114028 | PA      | $9153740.55   | 0.38%             | 2045-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2875064.33   | 0.12%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2216869.63   | 0.09%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $412354.08    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAA6<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    715000 | PA      | $682704.09    | 0.03%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2939000 | PA      | $2983710.13   | 0.12%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $5662273.17   | 0.23%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2849250 | PA      | $2846281.08   | 0.12%             | 2030-12-09      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    935000 | PA      | $988347.64    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $209553.30    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1433786.75   | 0.06%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36183QXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696449 | PA      | $629565.55    | 0.03%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5398968.05   | 0.22%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4088208.40   | 0.17%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97203 | PA      | $94008.16     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258182 | PA      | $259945.74    | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51                 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5879940.00   | 0.24%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4088002 | PA      | $3862695.19   | 0.16%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161747 | PA      | $1783120.52   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4298938 | PA      | $3987971.97   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    433000 | PA      | $397316.47    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $719805.12    | 0.03%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2068235.20   | 0.08%             | 2042-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7403021 | PA      | $6109414.07   | 0.25%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1828046.09   | 0.07%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4714123 | PA      | $4793530.85   | 0.20%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4984117 | PA      | $4864971.52   | 0.20%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $926441.46    | 0.04%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1372353.30   | 0.06%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    803000 | PA      | $846584.43    | 0.03%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1606000 | PA      | $1706648.02   | 0.07%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    741000 | PA      | $177173.10    | 0.01%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255000 | PA      | $4596277.34   | 0.19%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $884382.38    | 0.04%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1902867.78   | 0.08%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12131 | PA      | $12248.77     | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1606000 | PA      | $1688132.45   | 0.07%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                                                               | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1547217.75   | 0.06%             | 2038-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1526 | NC      | $53059.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite LI Ltd                                                                 | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10800000.00  | 0.44%             | 2038-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1640000 | PA      | $1712510.96   | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6545071 | PA      | $6444196.63   | 0.26%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    642550 | PA      | $607778.41    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1526000.00   | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1982903.06   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8408887.20   | 0.34%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    645000 | PA      | $691240.89    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1649000 | PA      | $1702602.39   | 0.07%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2501907.52   | 0.10%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9631446 | PA      | $10151600.42  | 0.42%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                          | DP World Crescent Ltd                                                            | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    870000 | PA      | $908120.36    | 0.04%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1750566 | PA      | $1644044.99   | 0.07%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138M8J46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513412 | PA      | $475932.90    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $809194.50    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4977520.00   | 0.20%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1139784.38   | 0.05%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    745000 | PA      | $681488.75    | 0.03%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1321862.63   | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6622568.75   | 0.27%             | 2035-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $2009664.62   | 0.08%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503563 | PA      | $477041.50    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    720000 | PA      | $735937.92    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    192444 | PA      | $166338.95    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $5028751.97   | 0.21%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1510089.33   | 0.06%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $783347.49    | 0.03%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3624822.00   | 0.15%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2798797 | PA      | $2814540.22   | 0.12%             | 2031-08-18      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6837000 | PA      | $6862203.92   | 0.28%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4711931.23   | 0.19%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49023 | PA      | $48307.73     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    417000 | PA      | $408868.50    | 0.02%             | 2031-03-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2403125 | PA      | $2177551.87   | 0.09%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6861000 | PA      | $6926911.57   | 0.28%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M5MR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2457897 | PA      | $2454764.22   | 0.10%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6003744.00   | 0.25%             | 2045-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600379.08    | 0.02%             | 2045-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11480362 | PA      | $10900847.58  | 0.45%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1730233.92   | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3968405 | PA      | $3378887.28   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                       | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    546000 | PA      | $560193.27    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    238830 | PA      | $134629.05    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    841000 | PA      | $791431.46    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KN7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5238898 | PA      | $4847860.18   | 0.20%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4670000 | PA      | $4567777.90   | 0.19%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    815000 | PA      | $820061.15    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    677914 | PA      | $582437.47    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506644 | PA      | $1338512.37   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2664226.11   | 0.11%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $327441.78    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95080 | PA      | $94327.25     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402798.00    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7639000 | PA      | $6748576.77   | 0.28%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1662738.37   | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $992.11       | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5111932 | PA      | $5113492.28   | 0.21%             | 2044-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2175499.24   | 0.09%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8075000 | PA      | $7294849.22   | 0.30%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $7058782.46   | 0.29%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X7D97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644268 | PA      | $1472505.54   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4749000 | PA      | $4803886.09   | 0.20%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349634 | PA      | $339788.44    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2089659.18   | 0.09%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3222000 | PA      | $3027212.70   | 0.12%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                       | Mexico Generadora de Energia S de rl                                             | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    655565 | PA      | $670964.93    | 0.03%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10823698 | PA      | $11067498.63  | 0.45%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    185756 | PA      | $103574.41    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2423347.74   | 0.10%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $4067789.22   | 0.17%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                         | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    715000 | PA      | $763490.59    | 0.03%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2513886.73   | 0.10%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3706739 | PA      | $3794214.70   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1324031.34   | 0.05%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $2029901.51   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2159876 | PA      | $1775480.14   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  16650000 | NS      | $16650000.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3608853.12   | 0.15%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1211000 | PA      | $1027188.24   | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1495000 | PA      | $1493155.02   | 0.06%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16575000 | PA      | $16515434.42  | 0.68%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5193535 | PA      | $5311958.99   | 0.22%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    106146 | PA      | $58537.37     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    905000 | PA      | $883517.56    | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $3946656.30   | 0.16%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1470702.66   | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1604563.68   | 0.07%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8340000 | PA      | $7865127.07   | 0.32%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835000 | PA      | $736623.47    | 0.03%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14718722 | PA      | $14872508.06  | 0.61%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2643088 | PA      | $2178315.97   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $561196.08    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    585000 | PA      | $611989.91    | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $1218960.00   | 0.05%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7116000 | PA      | $6812811.43   | 0.28%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28991 | PA      | $15368.75     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $101633.05    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3791581 | PA      | $3977849.47   | 0.16%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3334880.07   | 0.14%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2558020 | PA      | $2546024.44   | 0.10%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5340000 | PA      | $5350942.73   | 0.22%             | 2045-05-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    320000 | PA      | $301103.26    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2014533.13   | 0.08%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3052720.93   | 0.13%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1180217.88   | 0.05%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                   | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6729379.80   | 0.28%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4929000 | PA      | $5036609.93   | 0.21%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6438000 | PA      | $6348574.89   | 0.26%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2645700.64   | 0.11%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4403000 | PA      | $3875080.30   | 0.16%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       455 | NC      | $-15288.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICON PARENT INC                                | ICON PARENT INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350000 | PA      | $2350838.95   | 0.10%             | 2031-11-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-J4                                          | CUSIP: 12669FVB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12820 | PA      | $12355.62     | 0.00%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    385000 | PA      | $411237.75    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Tr                 | GreenState Auto Receivables Trust 2024-1                                         | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180436 | PA      | $1181894.84   | 0.05%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430000 | PA      | $3913199.30   | 0.16%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    108336 | PA      | $45343.06     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9310669 | PA      | $8780083.05   | 0.36%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31387DNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1645 | PA      | $1657.77      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10989543 | PA      | $9972105.63   | 0.41%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   8620000 | PA      | $8751041.24   | 0.36%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103586 | PA      | $80275.22     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3142GTZL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15911330 | PA      | $16282455.81  | 0.67%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3849000 | PA      | $3689746.47   | 0.15%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2223530.47   | 0.09%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     91551 | PA      | $47005.36     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $440662.31    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5119000 | PA      | $4977596.84   | 0.20%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2623000 | PA      | $2749544.80   | 0.11%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2351631.97   | 0.10%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    988000 | PA      | $966765.31    | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    495000 | PA      | $467297.08    | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003476 | PA      | $971946.31    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    620000 | PA      | $663371.05    | 0.03%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109218 | PA      | $98518.56     | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3869116.18   | 0.16%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    703000 | PA      | $706179.81    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38373MPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55809 | PA      | $0.00         | 0.00%             | 2045-06-17      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |    434445 | PA      | $423663.82    | 0.02%             | 2045-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     76293 | PA      | $39127.02     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271247 | PA      | $272541.35    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2847839.70   | 0.12%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    547000 | PA      | $590213.00    | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3279310.30   | 0.13%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $4922621.55   | 0.20%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4591839 | PA      | $4494477.09   | 0.18%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3079249.27   | 0.13%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                              | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |   1550000 | PA      | $1526362.50   | 0.06%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11273000 | PA      | $11980545.34  | 0.49%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1446833.49   | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1060000 | PA      | $1163358.27   | 0.05%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    260000 | PA      | $272775.78    | 0.01%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6816287.59   | 0.28%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3253825.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2729143 | PA      | $2744210.46   | 0.11%             | 2031-11-28      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $643834.93    | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2514396.76   | 0.10%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1852906.35   | 0.08%             | 2038-04-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3897590.22   | 0.16%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617Q2CM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1546876 | PA      | $1372231.51   | 0.06%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    986637 | PA      | $153570.05    | 0.01%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    912216 | PA      | $912661.14    | 0.04%             | 2031-01-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3655859 | PA      | $3480388.50   | 0.14%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    603000 | PA      | $565059.16    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-22

**Name of Applicant:** Delaware Group Adviser Funds

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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