# EDGAR Filing Document

**Accession Number:** 0000809821
**File Stem:** 0001752724-23-010142
**Filing Date:** 2023-1
**Character Count:** 310894
**Document Hash:** e2ead7815ab4d983268b30a86505a0b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010142.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-010142

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP EQUITY FUNDS V
- **CENTRAL INDEX KEY:** 0000809821
- **IRS NUMBER:** 232450217
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04997
- **FILM NUMBER:** 23549181

**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 EQUITY FUNDS V INC
- **DATE OF NAME CHANGE:** 19970128

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP VALUE FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP INSIGHT FUND INC
- **DATE OF NAME CHANGE:** 19870621

## Series and Classes Contracts Data

### DELAWARE WEALTH BUILDER FUND (Series ID: S000002399)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000006368 | DELAWARE WEALTH BUILDER FUND CLASS A             | DDIAX           |
| C000006370 | DELAWARE WEALTH BUILDER FUND CLASS C             | DDICX           |
| C000006371 | DELAWARE WEALTH BUILDER FUND CLASS R             | DDDRX           |
| C000006372 | DELAWARE WEALTH BUILDER FUND INSTITUTIONAL CLASS | DDIIX           |

## 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 Equity Funds V

- **b. Investment Company Act file number:** 811-04997

- **c. CIK number of Registrant:** 0000809821

- **d. LEI of Registrant:** 549300SML5SX1R0LT030

- **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:** Delaware Wealth Builder Fund

- **b. EDGAR series identifier (if any):** S000002399

- **c. LEI of Series:** JJWPL3H18MOOWBHRNC78

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $370499281.08

**Total Liabilities:** $3137938.02

**Net Assets:** $367361343.06

**Stand-by Commitments:** $550282.68

**Cash Not Reported:** $1492293.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 32.27447000 | **1-Year:** 1814.25023000 | **5-Year:** 15073.74213000 | **10-Year:** 13179.35249000 | **30-Year:** 2165.73487000

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

- **3-Month:** 40.32687000 | **1-Year:** 2963.76130000 | **5-Year:** 7913.44027000 | **10-Year:** 2550.94567000 | **30-Year:** 129.74136000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006372 | -6.37%               | 6.29%                | 4.61%                |
| Class ID C000006368 | -6.39%               | 6.19%                | 4.66%                |
| Class ID C000006370 | -6.43%               | 6.11%                | 4.58%                |
| Class ID C000006371 | -6.41%               | 6.16%                | 4.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $772381.99               | $-24083316.12                              |
| Month 2  | $6763.15                 | $20241280.49                               |
| Month 3  | $3024228.68              | $12430627.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Pfizer Inc                                           | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     43254 | NS      | $2168323.02   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP HOLDINGS NV                                   | AerCap Holdings NV                                                              | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $171724.40    | 0.05%             | 2079-10-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $431362.51    | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165365 | PA      | $159443.94    | 0.04%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $164456.84    | 0.04%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                    | SITE Centers Corp                                                               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      8077 | NS      | $109766.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172365.43    | 0.05%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                             | Integra LifeSciences Holdings Corp                                              | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1021767.50   | 0.28%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $192693.36    | 0.05%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                  | Sound Point Clo XXI Ltd                                                         | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243165.25    | 0.07%             | 2031-10-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KPY36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261068 | PA      | $254345.35    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $271875.00    | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145049.56    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21339 | PA      | $18518.08     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3600 | NS      | $1919844.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 1375209 BC LTD                                       | 1375209 BC Ltd                                                                  | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $48387.50     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144622.00    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                            | Spirit Realty Capital Inc                                                       | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      4626 | NS      | $191608.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |       100 | NS      | $6712.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                   | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     36095 | NS      | $326659.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                               | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136673.34    | 0.04%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                             | Banco Latinoamericano de Comercio Exterior SA                                   | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $227752.50    | 0.06%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                             | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    638000 | PA      | $631681.06    | 0.17%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97255.88     | 0.03%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                    | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1778 | NS      | $124371.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                             | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2467 | NS      | $277438.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $345300.30    | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                               | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180531.00    | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27750 | PA      | $25533.70     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                               | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $178981.20    | 0.05%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                             | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    430000 | PA      | $354678.58    | 0.10%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3531 | NS      | $203562.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60581.64     | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $290243.59    | 0.08%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                     | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     29431 | NS      | $3276847.54   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL USA INC                                   | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135317.51    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                    | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     82697 | NS      | $1581166.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                               | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173244.12    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $177002.92    | 0.05%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                             | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    185000 | PA      | $162781.35    | 0.04%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                                | Rutas 2 and 7 Finance Ltd                                                       | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    186667 | PA      | $116036.66    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268937.73    | 0.07%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                             | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4349 | NS      | $1443650.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       419 | NS      | $12687.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18451.60     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vector Group Ltd                                     | Vector Group Ltd                                                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     14610 | NS      | $162171.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                      | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     14362 | NS      | $1225078.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP PARENT LLC                                 | White Cap Parent LLC                                                            | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1705.57      | 0.00%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                          | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     46299 | NS      | $1126454.67   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75723.18     | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     24118 | NS      | $900807.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     11586 | NS      | $526467.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Prime Group Inc                           | Washington Prime Group Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17008.43     | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61441.00     | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121031.30    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     15866 | NS      | $1552805.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                            | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      7035 | NS      | $90259.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                            | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     11615 | NS      | $219988.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216600.00    | 0.06%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                             | Teledyne Technologies Inc                                                       | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99182.27     | 0.03%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp                                  | Terreno Realty Corp                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2021 | NS      | $118511.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                         | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     13571 | NS      | $1598528.09   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                           | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    275000 | PA      | $189392.47    | 0.05%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                           | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     12074 | NS      | $279875.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $304382.44    | 0.08%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221700.00    | 0.06%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                            | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2383 | NS      | $62577.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                 | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3512 | NS      | $233302.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     28487 | NS      | $3518429.37   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $105655.68    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                             | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $227135.09    | 0.06%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                    | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    523000 | PA      | $438240.74    | 0.12%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                       | NexPoint Residential Trust Inc                                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       112 | NS      | $5386.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AVIATION FIN                              | Castlelake Aviation Finance DAC                                                 | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $144783.19    | 0.04%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133373.94    | 0.04%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                    | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4385 | NS      | $300460.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $274197.06    | 0.07%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                         | Qatar Energy                                                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $167011.20    | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23340 | PA      | $21426.94     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22608 | PA      | $22457.17     | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153554 | PA      | $142568.80    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                         | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165652.11    | 0.05%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                 | Laredo Petroleum Inc                                                            | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114600.00    | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                      | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12200 | NS      | $1833538.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                    | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124889.81    | 0.03%             | 2023-02-17      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4974 | NS      | $508342.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                  | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    340000 | PA      | $316231.11    | 0.09%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159861 | PA      | $137532.98    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                    | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153532.09    | 0.04%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA Corp                                             | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     21798 | NS      | $1021236.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9689 | PA      | $8745.13      | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                      | Antofagasta PLC                                                                 | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193690.00    | 0.05%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114663.60    | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    330000 | PA      | $245850.00    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                              | Cumulus Media New Holdings Inc                                                  | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $153646.80    | 0.04%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                             | Viper Energy Partners LP                                                        | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     12746 | NS      | $421000.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                       | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8812 | NS      | $1872990.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                          | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     14052 | NS      | $1742869.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                              | Hutama Karya Persero PT                                                         | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $182499.96    | 0.05%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77456.73     | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties In                       | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1900 | NS      | $126198.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                       | JPMBB Commercial Mortgage Securities Trust 2015-C33                             | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142754.70    | 0.04%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158304.60    | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                          | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    217000 | PA      | $133919.71    | 0.04%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                             | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $182960.66    | 0.05%             | 2028-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $221174.31    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X5PY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14339 | PA      | $13390.86     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $342800.00    | 0.09%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                        | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     20593 | NS      | $1846780.24   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                    | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4921 | NS      | $698437.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trafigura Securitisation Finan                       | Trafigura Securitisation Finance PLC 2021-1                                     | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $223469.00    | 0.06%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                           | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    425000 | PA      | $287791.77    | 0.08%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211495.34    | 0.06%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $407465.63    | 0.11%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     11216 | NS      | $609365.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                   | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     30749 | NS      | $1994380.14   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230390.08    | 0.06%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180730.00    | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     42870 | NS      | $4720844.40   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                               | Vishay Intertechnology Inc                                                      | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    416000 | PA      | $407929.60    | 0.11%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                              | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53599.63     | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $136215.36    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86796 | PA      | $86202.00     | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                               | Jazz Investments I Ltd                                                          | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    460000 | PA      | $546537.50    | 0.15%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56925.29     | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $240033.75    | 0.07%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Retail Opportunity Investments                       | Retail Opportunity Investments Corp                                             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13442 | NS      | $204990.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    435000 | PA      | $353034.86    | 0.10%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     29400 | NS      | $2072994.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                   | CP Atlas Buyer Inc                                                              | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51331.00     | 0.01%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                              | ModivCare Escrow Issuer Inc                                                     | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $113772.60    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                            | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    285000 | PA      | $176947.07    | 0.05%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                 | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12694 | NS      | $414205.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                               | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286369.79    | 0.08%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                       | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1170631.25   | 0.32%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                   | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1880 | NS      | $81253.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18186 | PA      | $15841.82     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                          | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      6985 | NS      | $143402.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                             | First Quantum Minerals Ltd                                                      | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246684.98    | 0.07%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                             | Banco Continental SAECA                                                         | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $174457.00    | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $144565.20    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160950 | PA      | $160304.15    | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267284 | PA      | $220947.22    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                               | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    230000 | PA      | $227841.13    | 0.06%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                       | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10409 | NS      | $466115.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                                           | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    337000 | PA      | $1221793.50   | 0.33%             | 2023-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96737 | PA      | $98951.98     | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                              | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $186500.00    | 0.05%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                  | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $167960.00    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                   | Morocco Government International Bond                                           | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $172572.00    | 0.05%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                               | VistaJet Malta Finance PLC / XO Management Holding Inc                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     99000 | PA      | $81303.75     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     18895 | NS      | $846307.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                              | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2462 | NS      | $395618.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                             | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $170061.08    | 0.05%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                        | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $305532.19    | 0.08%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88950 | PA      | $86143.07     | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133ASH63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169792 | PA      | $140470.03    | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206347.18    | 0.06%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53212.50     | 0.01%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding IX CLO Ltd                                                        | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245115.25    | 0.07%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176638.90    | 0.05%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43691.50     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    105000 | PA      | $74037.45     | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                  | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    685000 | PA      | $782270.00    | 0.21%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XAA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132698 | PA      | $119755.22    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $221865.83    | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                | Central American Bank for Economic Integration                                  | CUSIP: 15238PAF3<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $277831.80    | 0.08%             | 2025-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115141.50    | 0.03%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                           | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1975344 | NS      | $1975344.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                              | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157744.04    | 0.04%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                         | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       709 | NS      | $55869.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KYT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109499 | PA      | $100249.55    | 0.03%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      9163 | NS      | $804786.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     37300 | NS      | $1746013.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                       | PDC Energy Inc                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196066.10    | 0.05%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                           | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      8025 | NS      | $407509.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EL PASO ENERGY CAP TRST                              | El Paso Energy Capital Trust I                                                  | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22178 | NS      | $1016861.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                       | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     20708 | NS      | $2063966.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225326 | PA      | $229769.54    | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49515.09     | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23544 | PA      | $19587.83     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14122.83     | 0.00%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140L1ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49190 | PA      | $40707.27     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103581.60    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                             | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      5644 | NS      | $446948.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                              | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10281.34     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                 | Rumo Luxembourg Sarl                                                            | CUSIP: 781467AC9<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $186500.00    | 0.05%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                  | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39708.45     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160380.29    | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     25721 | NS      | $801723.57    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     41101 | NS      | $792427.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DWDW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130742 | PA      | $123701.52    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                   | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    811000 | PA      | $841818.00    | 0.23%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR &                                      | Algonquin Power & Utilities Corp                                                | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      9623 | NS      | $252122.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                 | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107862.72    | 0.03%             | 2024-03-08      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106017.65    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                     | Deutsche Bank AG                                                                | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $171301.70    | 0.05%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84135 | PA      | $78552.11     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                             | Cheesecake Factory Inc/The                                                      | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1205806.88   | 0.33%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     49503 | NS      | $1813789.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167284.88    | 0.05%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $596126.39    | 0.16%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                             | Roller Bearing Co of America Inc                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166630.00    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                        | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      5421 | NS      | $285198.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARD FINANCE SA                                       | ARD Finance SA                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $148379.00    | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21037.40     | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                           | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     50318 | NS      | $1182473.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                             | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3282000 | PA      | $167280.96    | 0.05%             | 2023-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22276.00     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196972.86    | 0.05%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                       | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198117.95    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148569.80    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                      | North Macedonia Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    100000 | PA      | $97018.99     | 0.03%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                              | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1068 | NS      | $44289.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CT TRUST                                             | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $173496.10    | 0.05%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94695.26     | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QQDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205175 | PA      | $187932.39    | 0.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                               | Corp Andina de Fomento                                                          | CUSIP: 21989TAA5<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $200690.00    | 0.05%             | 2025-11-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                            | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2174 | NS      | $89981.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                               | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137135.84    | 0.04%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                     | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     37450 | NS      | $1744421.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                    | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     10242 | NS      | $234746.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                   | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      5597 | NS      | $353002.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95470.65     | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | 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        |     83000 | PA      | $76250.86     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                  | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263032.80    | 0.07%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                            | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      7900 | NS      | $234982.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B33 Mortgage Trust                                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $443980.25    | 0.12%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                 | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60551.29     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     18200 | NS      | $1854216.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30761.43     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                           | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     19579 | NS      | $1932838.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                               | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      7400 | NS      | $2014280.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KYWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145794 | PA      | $134945.15    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276736.33    | 0.08%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                   | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     61330 | NS      | $808402.83    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                                   | UEP Penonome II SA                                                              | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    184656 | PA      | $140338.32    | 0.04%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    330000 | PA      | $269745.30    | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XA4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167874 | PA      | $158275.45    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QQNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94827 | PA      | $94424.75     | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     51978 | NS      | $3986712.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK5                                                                  | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $84056.98     | 0.02%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                               | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $220776.92    | 0.06%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41255.89     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                      | Bermuda Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $193011.76    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                   | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      7914 | NS      | $213757.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                   | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7461 | NS      | $2417289.39   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.          | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $1776.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                               | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $242938.50    | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                          | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $174100.00    | 0.05%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QM6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161538 | PA      | $148174.72    | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                   | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $167655.00    | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1782618.82   | 0.49%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                             | UGI Corp                                                                        | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |      9425 | NS      | $831756.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2648 | NS      | $41653.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130474 | PA      | $112509.32    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127323.42    | 0.03%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                   | Palo Alto Networks Inc                                                          | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    494000 | PA      | $949962.00    | 0.26%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                              | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4971.70      | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92551.23     | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     15114 | NS      | $1841036.34   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HADRIAN MERGER SUB                                   | Hadrian Merger Sub Inc                                                          | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182839.00    | 0.05%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     55731 | NS      | $8249859.93   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     82185 | PA      | $76597.61     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBC BEARINGS INC                                     | RBC Bearings Inc                                                                | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6211 | NS      | $719171.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    375000 | PA      | $324678.49    | 0.09%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132CWQB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60715 | PA      | $54945.73     | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                    | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84764.80     | 0.02%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $57099.09     | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $144471.20    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryerson Holding Corp                                 | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      9207 | NS      | $271514.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF                            | Vanguard Russell 2000 ETF                                                       | CUSIP: 92206C664<br>LEI: N/A                  | Long             | EC               | RF                | US        |    118769 | NS      | $8984874.85   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     15854 | NS      | $2555347.72   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUDA                                      | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $386023.52    | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                         | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341068.99    | 0.09%             | 2024-04-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $318578.46    | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                          | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       954 | NS      | $658880.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                   | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $226373.72    | 0.06%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123853.93    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                       | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     13171 | NS      | $1205541.63   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $806961.34    | 0.22%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $241678.58    | 0.07%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                           | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      5400 | NS      | $1776006.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $81616.58     | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                             | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1905 | NS      | $748950.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                          | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1975344 | NS      | $1975344.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1800 | NS      | $587923.01    | 0.16%             |  |  |  | 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        |        -3 | NC      | $-3640.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140987 | PA      | $140388.08    | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                    | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57556.05     | 0.02%             | 2026-06-01      | Fixed         | 5.25%                 | 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        |    400000 | PA      | $305688.00    | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                       | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366178.83    | 0.10%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $391403.59    | 0.11%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $231558.75    | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     38700 | NS      | $1756593.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                   | Credit Agricole SA                                                              | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $170789.88    | 0.05%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                         | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3252 | NS      | $1242133.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                           | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     13817 | NS      | $1961323.15   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                             | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1447 | NS      | $318889.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $434348.82    | 0.12%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175152.62    | 0.05%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     28315 | NS      | $7224289.10   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37184.40     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181799.00    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                 | Chefs' Warehouse Inc/The                                                        | CUSIP: 163086AB7<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1336369.00   | 0.36%             | 2024-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531647 | PA      | $457464.55    | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                           | Kaman Corp                                                                      | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    826000 | PA      | $768593.00    | 0.21%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                             | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     10284 | NS      | $1128051.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115753 | PA      | $108983.58    | 0.03%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155810.08    | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $165835.82    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245013.60    | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8698 | PA      | $8632.44      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QGM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275247 | PA      | $240003.90    | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARATEK PHARMACEUTICALS                              | Paratek Pharmaceuticals Inc                                                     | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1206184.00   | 0.33%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84108.34     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                       | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1293 | NS      | $213189.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                           | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     19368 | NS      | $1309470.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      6680 | NS      | $741190.46    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    176000 | PA      | $151631.04    | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                  | Republic of Armenia International Bond                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $153748.00    | 0.04%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9042 | PA      | $8126.20      | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                   | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      5090 | NS      | $335005.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $298377.98    | 0.08%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                             | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2999 | NS      | $358200.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX FINANCE                                      | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $135759.70    | 0.04%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48065.00     | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499782 | PA      | $497506.51    | 0.14%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                  | Gray Television Inc                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129771.25    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19181.30     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25698.74     | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $287165.93    | 0.08%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160220.49    | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72819.40     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225852 | PA      | $228586.18    | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      4565 | NS      | $150964.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                               | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     10767 | NS      | $1837819.23   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140K16M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203739 | PA      | $188336.79    | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                        | MAF Sukuk Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $183842.00    | 0.05%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    163000 | PA      | $153544.68    | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                          | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $386500.00    | 0.11%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20134 | PA      | $16824.85     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269760 | PA      | $273105.46    | 0.07%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140Q9T29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3874 | PA      | $3725.52      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174324.38    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                 | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164441.66    | 0.04%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116433.85    | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                       | Repay Holdings Corp                                                             | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1054278.40   | 0.29%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                        | Wolfspeed Inc                                                                   | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    385000 | PA      | $372487.50    | 0.10%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                         | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    165000 | PA      | $127323.90    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93457 | PA      | $93666.64     | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group I                       | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     33600 | NS      | $2120496.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $215984.15    | 0.06%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304510 | PA      | $308287.08    | 0.08%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45713 | PA      | $39399.85     | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                           | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84211.74     | 0.02%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240438 | PA      | $222906.30    | 0.06%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Life Storage Inc                                     | Life Storage Inc                                                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      2635 | NS      | $283236.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                               | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52869 | PA      | $48095.55     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $54286.60     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                             | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     15841 | NS      | $1711303.23   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    320000 | PA      | $268336.00    | 0.07%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIPT 07-B JPM CLASS B                                | Fixed Income Pass-Through Trust 2007-C                                          | CUSIP: 33832QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300.00      | 0.00%             | 2087-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toyota Auto Loan Extended Note                       | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $236143.45    | 0.06%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $170357.90    | 0.05%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                             | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $164725.42    | 0.04%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                             | Allison Transmission Inc                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317019.14    | 0.09%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92061 | PA      | $91118.67     | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                        | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      6667 | NS      | $120806.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC INC                               | Danimer Scientific Inc                                                          | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |    194000 | PA      | $85575.18     | 0.02%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71345 | PA      | $63396.12     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216909.07    | 0.06%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                             | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    782000 | PA      | $713954.35    | 0.19%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $464856.44    | 0.13%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                   | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186317.45    | 0.05%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danone SA                                            | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     10650 | NS      | $559735.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $101615.63    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips Edison & Co Inc                             | Phillips Edison & Co Inc                                                        | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      5124 | NS      | $165146.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                        | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53099.52     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $241058.40    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                             | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $164444.80    | 0.04%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                       | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $168019.26    | 0.05%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       305 | NS      | $362992.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                  | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2347 | NS      | $183277.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                             | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66238.79     | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                  | Albania Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    149000 | PA      | $124154.41    | 0.03%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59333.45     | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                              | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151423.95    | 0.04%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106112.50    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                            | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      5300 | NS      | $215651.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                            | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    331000 | PA      | $813763.50    | 0.22%             | 2024-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127117.04    | 0.03%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                                | Liberty Latin America Ltd                                                       | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    373000 | PA      | $332203.13    | 0.09%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                             | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174747.00    | 0.05%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9921.60      | 0.00%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                             | Banco Nacional de Panama                                                        | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $154900.00    | 0.04%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                               | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      5884 | NS      | $155219.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                 | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206499.75    | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                        | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     19263 | NS      | $1398108.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NESCO HOLDINGS II INC                                | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92501.33     | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     15900 | NS      | $859673.47    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                 | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1083 | NS      | $525460.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                        | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101664.60    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                    | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62732.58     | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    315000 | PA      | $278718.30    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                 | City Office REIT Inc                                                            | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |       888 | NS      | $8782.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                                | CMG Media Corp                                                                  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $137138.40    | 0.04%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                 | LXP Industrial Trust                                                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      9364 | NS      | $100756.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415000 | PA      | $424302.68    | 0.12%             | 2052-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246930 | PA      | $236320.24    | 0.06%             | 2042-09-01      | Fixed         | 4.00%                 | 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        |   1975344 | NS      | $1975344.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140JAP77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336119 | PA      | $335672.02    | 0.09%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QPCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152733 | PA      | $139873.06    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAC7<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        | 100000000 | PA      | $171797.03    | 0.05%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     12272 | NS      | $2076790.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7230 | PA      | $6993.56      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41780.00     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                            | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       814 | NS      | $158485.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140744 | PA      | $129799.83    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167275.62    | 0.05%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                            | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     26290 | NS      | $267136.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $185744.21    | 0.05%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                    | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181648.03    | 0.05%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7468 | PA      | $7255.13      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DNVR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347072 | PA      | $329493.32    | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                             | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $208455.01    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3235000 | PA      | $3247131.25   | 0.88%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                    | Ivanhoe Mines Ltd                                                               | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $533095.34    | 0.15%             | 2026-04-15      | Fixed         | 2.50%                 | 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        |     40000 | PA      | $27339.73     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                      | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     14158 | NS      | $1665971.86   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X6TD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140096 | PA      | $140449.97    | 0.04%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $133508.18    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                       | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $82161.30     | 0.02%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                              | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112802.06    | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                     | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $287869.02    | 0.08%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2331 | NS      | $96992.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                   | STORE Capital Corp                                                              | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      7721 | NS      | $246299.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                              | Summit Hotel Properties Inc                                                     | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |    311000 | PA      | $285653.50    | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308082 | PA      | $312152.97    | 0.08%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                        | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1975344 | NS      | $1975344.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                         | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     12500 | NS      | $625014.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                  | Honduras Government International Bond                                          | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $152802.00    | 0.04%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261222 | PA      | $259096.72    | 0.07%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                          | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     47018 | NS      | $898513.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                    | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     68931 | NS      | $3427249.32   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       522 | NS      | $636041.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                         | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     84060 | NS      | $689533.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XHTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134220 | PA      | $126609.02    | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $133064.64    | 0.04%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $152410.52    | 0.04%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                  | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $252035.39    | 0.07%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                          | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87547.26     | 0.02%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52086.30     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78530.06     | 0.02%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL ADVANCED                              | Lyondellbasell Advanced Polymers Inc                                            | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |       612 | NS      | $520200.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK20                                                                 | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $218757.90    | 0.06%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418A7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42249 | PA      | $41979.23     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sturm Ruger & Co Inc                                 | Sturm Ruger & Co Inc                                                            | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      5733 | NS      | $314913.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $599593.75    | 0.16%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7801878.40   | 2.12%             | 2023-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                    | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131553.89    | 0.04%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                       | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     11896 | NS      | $480122.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85666.18     | 0.02%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     28997 | NS      | $5161466.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $185391.58    | 0.05%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                         | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      1178 | NS      | $15455.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167255.64    | 0.05%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                         | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243206.88    | 0.07%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                      | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179139.13    | 0.05%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                         | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163279.35    | 0.04%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4824.05      | 0.00%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741111 | PA      | $660656.95    | 0.18%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vanguard FTSE Developed Markets ETF                  | Vanguard FTSE Developed Markets ETF                                             | CUSIP: 921943858<br>LEI: N/A                  | Long             | EC               | RF                | US        |       810 | NS      | $35162.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                             | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     14300 | NS      | $572321.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121647.75    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association            | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2274.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217494.19    | 0.06%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86174.50     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126000 | PA      | $127430.38    | 0.03%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                             | Univar Solutions USA Inc/Washington                                             | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130073.18    | 0.04%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22179 | PA      | $18432.08     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3759 | NS      | $362893.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 MANDATORY EXCHANGE                              | 2020 Mandatory Exchangeable Trust                                               | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       484 | NS      | $492707.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                       | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      2455 | NS      | $731491.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     60000 | PA      | $43013.21     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124240 | PA      | $110037.67    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                         | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117816.59    | 0.03%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                          | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18900.00     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                              | NextEra Energy Partners LP                                                      | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    364000 | PA      | $400946.00    | 0.11%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                  | Spirit Airlines Inc                                                             | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1172686.00   | 0.32%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $92694.87     | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                       | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6028 | NS      | $139909.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                       | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $328172.70    | 0.09%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                   | Outfront Media Inc                                                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      5699 | NS      | $104234.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                           | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172384.03    | 0.05%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                          | Volkswagen Auto Lease Trust 2022-A                                              | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $223782.02    | 0.06%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                    | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $171187.68    | 0.05%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237499 | PA      | $213984.91    | 0.06%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     29705 | NS      | $1262462.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $272454.30    | 0.07%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136002.36    | 0.04%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                   | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      3314 | NS      | $65617.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                               | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    250000 | PA      | $244179.50    | 0.07%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iShares 0-5 Year Investment Grade Corporate Bond ETF | iShares 0-5 Year Investment Grade Corporate Bond ETF                            | CUSIP: 46434V100<br>LEI: 549300DQ0XBNCH5EKW50 | Long             | EC               | RF                | US        |    362554 | NS      | $17417094.16  | 4.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                          | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     26281 | NS      | $2001560.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INRETAIL CONSUMER                                    | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $169858.00    | 0.05%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48422.35     | 0.01%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMA INC                                 | Collegium Pharmaceutical Inc                                                    | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    539000 | PA      | $534171.15    | 0.15%             | 2026-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448155.24    | 0.12%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140N0WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174520 | PA      | $170019.20    | 0.05%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                        | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      3069 | NS      | $169685.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                             | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25186.86     | 0.01%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                               | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $181722.00    | 0.05%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61363.50     | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co                       | Fresenius Medical Care AG & Co KGaA                                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     10130 | NS      | $316833.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250895 | PA      | $240114.43    | 0.07%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115887.38    | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                               | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $167074.18    | 0.05%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2748 | NS      | $1298100.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     28694 | NS      | $1078320.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                               | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $131379.50    | 0.04%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87231.23     | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163145.70    | 0.04%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                           | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      8438 | NS      | $912907.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                            | Olin Corp                                                                       | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90875.50     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1371 | NS      | $750978.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $167696.59    | 0.05%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                             | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $396697.84    | 0.11%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                   | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     52300 | NS      | $1986354.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                                   | FTI Consulting Inc                                                              | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |    610000 | PA      | $1045845.00   | 0.28%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216358.23    | 0.06%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                     | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     12514 | NS      | $926536.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63469.36     | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160492 | PA      | $143158.42    | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      7770 | NS      | $744160.68    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                   | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70999.36     | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $241110.27    | 0.07%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     73000 | PA      | $44438.14     | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                          | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172607.89    | 0.05%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $440042.70    | 0.12%             | 2064-03-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                            | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     26050 | NS      | $292083.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246190.97    | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $166550.72    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296278 | PA      | $253661.89    | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                      | Knorr-Bremse AG                                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      6220 | NS      | $354568.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                     | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85904.66     | 0.02%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    396000 | PA      | $337255.10    | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111148.50    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4533.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28102.11     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7339 | NS      | $4044009.17   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53538.84     | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                       | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $111826.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                              | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     29070 | NS      | $2333739.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    235000 | PA      | $198446.93    | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     25900 | NS      | $1726494.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                                    | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222502.62    | 0.06%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| F-TECH INC                                           | CENTURY COMM TRACKING                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1625000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 48                       | Octagon Investment Partners 48 Ltd                                              | CUSIP: 67577UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $289280.70    | 0.08%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                               | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    235000 | PA      | $197978.90    | 0.05%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                             | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $236658.75    | 0.06%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199526.61    | 0.05%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                  | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      7611 | NS      | $1945980.48   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                            | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1879 | NS      | $538145.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                             | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $175276.00    | 0.05%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                       | Grace Trust 2020-GRCE                                                           | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $77093.64     | 0.02%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                        | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      6256 | NS      | $444363.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                          | CONMED Corp                                                                     | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $951230.50    | 0.26%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                              | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178036.00    | 0.05%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11021 | PA      | $10891.61     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4550.84      | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $180414.10    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                           | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     13849 | NS      | $236263.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                             | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    402000 | PA      | $332253.00    | 0.09%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99082.58     | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                        | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2272 | NS      | $1626752.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      7910 | NS      | $866936.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127745.78    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                               | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     48886 | NS      | $1468535.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30840.17     | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1036 | NS      | $105102.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4800 | NS      | $484752.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2021-10                                                | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44647 | PA      | $36112.70     | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $331922.89    | 0.09%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30140 | PA      | $26116.93     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                       | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      5760 | NS      | $838604.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80758 | PA      | $72231.37     | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | 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        |    230000 | PA      | $218151.55    | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                   | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      9610 | NS      | $471174.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                     | AMC Networks Inc                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $294891.20    | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233259 | PA      | $216255.85    | 0.06%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1551730.55   | 0.42%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                   | Douglas Emmett Inc                                                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $32128.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                  | SVB Financial Group                                                             | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    305000 | PA      | $199973.25    | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.          | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        14 | NC      | $9052.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                        | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      4565 | NS      | $359630.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK36                                                                 | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $502148.67    | 0.14%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                          | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158310.00    | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                             | New Mountain Finance Corp                                                       | CUSIP: 647551AD2<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    274000 | PA      | $278626.68    | 0.08%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222125.00    | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                              | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3549 | NS      | $80917.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                              | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    539000 | PA      | $569632.83    | 0.16%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95207.75     | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                              | Banco del Estado de Chile                                                       | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    205000 | PA      | $194131.70    | 0.05%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                              | Sociedad de Transmision Austral SA                                              | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    200000 | PA      | $170438.88    | 0.05%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                          | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9333 | NS      | $2049060.15   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                    | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      7343 | NS      | $1661794.33   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                            | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     20300 | NS      | $1979250.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                       | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93944.42     | 0.03%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      7840 | NS      | $933145.05    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                          | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     22069 | NS      | $2391396.84   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $179000.00    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                  | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      2330 | NS      | $623477.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63103.50     | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                               | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    810000 | PA      | $814050.00    | 0.22%             | 2023-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134363.81    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                            | Chegg Inc                                                                       | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1242306.14   | 0.34%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2514 | NS      | $391203.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317946 | PA      | $274155.60    | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103162.50    | 0.03%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QKQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18129 | PA      | $15570.46     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chatham Lodging Trust                                | Chatham Lodging Trust                                                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6850 | NS      | $91584.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16091 | PA      | $13416.79     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90778.88     | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                         | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2326 | NS      | $48148.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                           | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152040.88    | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                                        | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |     12144 | NS      | $251866.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                   | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    365000 | PA      | $252368.15    | 0.07%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                    | DISH Network Corp                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $923000.00    | 0.25%             | 2026-08-15      | Fixed         | 3.38%                 | 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        |    165000 | PA      | $152174.09    | 0.04%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                              | Quotient Technology Inc                                                         | CUSIP: 749119AB9<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | DBT              | CORP              | US        |    547000 | PA      | $549696.82    | 0.15%             | 2022-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                           | USI Inc/NY                                                                      | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $336625.62    | 0.09%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241914 | PA      | $241315.23    | 0.07%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                               | Helix Energy Solutions Group Inc                                                | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1385894.40   | 0.38%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5294 | PA      | $4748.80      | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7399 | NS      | $1356310.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust iShares ESG Aware MSCI EAFE ETF        | iShares Trust iShares ESG Aware MSCI EAFE ETF                                   | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |      2480 | NS      | $166904.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP FINANCIERA DE DESAR                             | Corp Financiera de Desarrollo SA                                                | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $165366.00    | 0.05%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55588.78     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $288056.46    | 0.08%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5810 | NS      | $728795.54    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418AQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233143 | PA      | $221563.51    | 0.06%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                        | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     32600 | NS      | $950032.83    | 0.26%             |  |  |  | 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        |    210000 | PA      | $160519.80    | 0.04%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223018.88    | 0.06%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                                          | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1494691.25   | 0.41%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| adidas AG                                            | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      4230 | NS      | $545280.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59061.29     | 0.02%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                              | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121366.60    | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                   | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $934700.00    | 0.25%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                               | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $110220.49    | 0.03%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COHERUS BIOSCIENCES INC                              | Coherus Biosciences Inc                                                         | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |    673000 | PA      | $464437.30    | 0.13%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Moelis & Co                                          | Moelis & Co                                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     11021 | NS      | $476327.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     74299 | NS      | $2896175.02   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                  | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1178 | NS      | $173048.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     28232 | NS      | $1756312.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $9516.60      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X65P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153163 | PA      | $138222.54    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMG CAPITAL TRUST II                                 | AMG Capital Trust II                                                            | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7700 | NS      | $398244.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                                            | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $154332.60    | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     24300 | NS      | $2017629.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY METRO                                         | Evergy Metro Inc                                                                | CUSIP: 485134BP4<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24337.35     | 0.01%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     52354 | NS      | $4190937.70   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $80061.58     | 0.02%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85863 | PA      | $74603.13     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                      | Murphy Oil Corp                                                                 | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291451.15    | 0.08%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                             | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78717.23     | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                                      | KazTransGas JSC                                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    381000 | PA      | $340884.51    | 0.09%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                         | Metinvest BV                                                                    | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $113000.00    | 0.03%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17090.00     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                          | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     15700 | NS      | $361658.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                       | Morgan Stanley Residential Mortgage Loan Trust 2021-4                           | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89657 | PA      | $72295.24     | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55204.60     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                       | Enterprise Fleet Financing 2022-2 LLC                                           | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147363.74    | 0.04%             | 2029-05-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90099.52     | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                     | Callon Petroleum Co                                                             | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168152.95    | 0.05%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KPYM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170371 | PA      | $161670.67    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140X4W28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86385 | PA      | $87272.80     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                  | Delta Air Lines Inc                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100339.23    | 0.03%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $215878.21    | 0.06%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $183907.50    | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $67980.00     | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                  | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     39664 | NS      | $1356508.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176668.05    | 0.05%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                   | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     24178 | NS      | $674807.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2336 | PA      | $2265.82      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                            | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1698 | NS      | $296980.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                         | Semtech Corp                                                                    | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    455000 | PA      | $477295.00    | 0.13%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                             | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      5482 | NS      | $163363.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130724.68    | 0.04%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                        | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105647.04    | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Office Realty Trust I                       | Piedmont Office Realty Trust Inc                                                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9385 | NS      | $97697.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                               | Millicom International Cellular SA                                              | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164289.74    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71300.96     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173135 | PA      | $149225.45    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $196683.58    | 0.05%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207718.75    | 0.06%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                               | Ormat Technologies Inc                                                          | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    686000 | PA      | $817026.00    | 0.22%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40276 | PA      | $34713.59     | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                             | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     33900 | NS      | $1916367.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                   | Morocco Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    100000 | PA      | $94737.47     | 0.03%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14615 | PA      | $14470.42     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                          | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89433.95     | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                               | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $221598.48    | 0.06%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $148107.51    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                              | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     17036 | NS      | $868324.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                         | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     11474 | NS      | $1451346.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                          | United States Treasury Strip Principal                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $130179.97    | 0.04%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                 | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     74326 | NS      | $1089619.16   | 0.30%             |  |  |  | No            |                  1 | 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        |     98500 | PA      | $82389.54     | 0.02%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $171000.00    | 0.05%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176815.00    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $280099.45    | 0.08%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/O                       | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     11481 | NS      | $1632827.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51325 | PA      | $47929.60     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                              | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $285986.44    | 0.08%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    275000 | PA      | $188246.03    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $84160.12     | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     18731 | NS      | $794381.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                             | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      4900 | NS      | $157152.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp              | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $173625.52    | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                           | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     20370 | NS      | $940727.30    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1885 | NS      | $226822.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                 | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       896 | NS      | $89725.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP BUYER LLC                                  | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56115.38     | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186674.79    | 0.05%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Four Corners Property Trust In                       | Four Corners Property Trust Inc                                                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      2338 | NS      | $63453.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67499.20     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 3140XCAX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858852 | PA      | $717717.65    | 0.20%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                                           | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $91678.40     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117835.63    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                           | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2407 | NS      | $111997.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                     | InterDigital Inc                                                                | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1211213.00   | 0.33%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23289 | PA      | $22411.66     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389446 | PA      | $344809.31    | 0.09%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essity AB                                            | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     24640 | NS      | $603354.59    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277919 | PA      | $259048.63    | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Delaware Group Equity Funds V

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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