# EDGAR Filing Document

**Accession Number:** 0000910682
**File Stem:** 0001752724-25-156272
**Filing Date:** 2025-6
**Character Count:** 394993
**Document Hash:** 53f471bdab36782e380df9506cbc0b37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156272.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07972
- **FILM NUMBER:** 251073264

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2744046528.16

**Total Liabilities:** $87127421.82

**Net Assets:** $2656919106.34

**Stand-by Commitments:** $63567508.02

**Cash Not Reported:** $18832588.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1876.81670000 | **1-Year:** 92041.83519000 | **5-Year:** 646717.56822000 | **10-Year:** 360452.56060000 | **30-Year:** 35503.09395000

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

- **3-Month:** 115.32231000 | **1-Year:** 21813.22019000 | **5-Year:** 56637.70525000 | **10-Year:** 10426.35928000 | **30-Year:** 340.93569000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010956 | 2.18%                | -0.18%               | 0.07%                |
| Class ID C000010958 | 2.12%                | -0.24%               | 0.01%                |
| Class ID C000010959 | 2.03%                | -0.20%               | 0.05%                |
| Class ID C000010960 | 2.19%                | -0.29%               | 0.09%                |
| Class ID C000171464 | 2.20%                | -0.15%               | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6618514.48             | $49026225.24                               |
| Month 2  | $-784321.86              | $-13660008.24                              |
| Month 3  | $-3628005.99             | $-1638210.76                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-108886.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 5 YEAR U.S. TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       824 | NC      | $1858589.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1060000 | PA      | $1088597.00   | 0.04%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33571000 | PA      | $33498526.93  | 1.26%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                               | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    675000 | PA      | $595137.71    | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    460000 | PA      | $461121.25    | 0.02%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23530000 | PA      | $21816721.88  | 0.82%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    940000 | PA      | $836735.64    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2742857 | PA      | $2745942.85   | 0.10%             | 2031-11-28      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2566961.95   | 0.10%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1819550.85   | 0.07%             | 2038-04-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3952536.60   | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       920 | NC      | $414487.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617Q2CM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1610872 | PA      | $1455976.30   | 0.05%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    986637 | PA      | $120863.03    | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2994443.28   | 0.11%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    912216 | PA      | $909436.46    | 0.03%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3961323 | PA      | $3709679.62   | 0.14%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-7                                                  | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902875 | PA      | $778050.14    | 0.03%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    603000 | PA      | $528228.00    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6016563 | PA      | $5928791.99   | 0.22%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71891 | PA      | $50503.50     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132D9RQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8253221 | PA      | $7071584.79   | 0.27%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 2 YEAR U.S. TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       455 | NC      | $898257.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1009281 | PA      | $935831.55    | 0.04%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786464 | PA      | $728080.29    | 0.03%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3554547.87   | 0.13%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3917013.36   | 0.15%             | 2041-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $781248.39    | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    233000 | PA      | $197752.93    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                             | Canacol Energy Ltd                                                               | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $176726.68    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                              | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    350000 | PA      | $317012.89    | 0.01%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                           | Sorik Marapi Geothermal Power PT                                                 | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |    770094 | PA      | $749393.87    | 0.03%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    945000 | PA      | $971460.00    | 0.04%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140JLLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6851491 | PA      | $6673704.65   | 0.25%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    457143 | PA      | $457657.15    | 0.02%             | 2031-11-28      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14203369.60  | 0.53%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    574277 | PA      | $78963.13     | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2655000 | PA      | $2724449.76   | 0.10%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3024506.63   | 0.11%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                 | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12750000 | PA      | $12327799.05  | 0.46%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3078362.59   | 0.12%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $675584.76    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501392 | PA      | $446038.86    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1628464 | PA      | $1446486.64   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41085000 | PA      | $40686989.06  | 1.53%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5177025 | PA      | $5060541.94   | 0.19%             | 2029-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3584203.02   | 0.13%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                              | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $790088.32    | 0.03%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10484016.97  | 0.39%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1850452 | PA      | $1658898.49   | 0.06%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $422394.51    | 0.02%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3612979.08   | 0.14%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-6                                                       | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3633514 | PA      | $2955727.41   | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $207079.38    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                       | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AN1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    800000 | PA      | $799754.00    | 0.03%             | 2031-01-22      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                    | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    585300 | PA      | $601870.87    | 0.02%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1251479.63   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321372 | PA      | $1317174.76   | 0.05%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1409000 | PA      | $1196811.65   | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783919 | PA      | $728450.45    | 0.03%             | 2046-10-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1110091.84   | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132D9PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5493866 | PA      | $4694471.11   | 0.18%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2                         | NBK Tier 1 Financing 2 Ltd                                                       | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |    510000 | PA      | $506175.00    | 0.02%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189585 | PA      | $167982.92    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                            | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $623987.10    | 0.02%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    827000 | PA      | $706051.25    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1173512.46   | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    905000 | PA      | $874470.91    | 0.03%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2262525.93   | 0.09%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPXE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12114180 | PA      | $12230092.85  | 0.46%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                | INFORMATICA LLC                                                                  | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1687800 | PA      | $1693602.66   | 0.06%             | 2028-10-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9998745 | PA      | $8808030.49   | 0.33%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247066 | PA      | $231683.24    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                | TRANS UNION LLC6/06/2031                                                         | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   3339762 | PA      | $3320976.34   | 0.12%             | 2031-06-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1080000 | PA      | $799382.30    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    328000 | PA      | $218267.11    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $157498.50    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3862367.52   | 0.15%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50805000 | PA      | $51166193.07  | 1.93%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3195000 | PA      | $2721734.87   | 0.10%             | 2055-02-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1278701.53   | 0.05%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $481563.90    | 0.02%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4425588.91   | 0.17%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5612626 | PA      | $5453281.79   | 0.21%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1813781.97   | 0.07%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                      | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1252939.77   | 0.05%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1180615.61   | 0.04%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9420000 | PA      | $7798461.92   | 0.29%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82812 | PA      | $78603.77     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7527958.34   | 0.28%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9096175 | PA      | $7980373.30   | 0.30%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    655000 | PA      | $668421.93    | 0.03%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                         | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    815000 | PA      | $822563.44    | 0.03%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2503935.97   | 0.09%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1375988.25   | 0.05%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    299000 | PA      | $253768.78    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13905000 | PA      | $13140733.92  | 0.49%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                 | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28955.24     | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                       | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    865000 | PA      | $889867.89    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $377404.96    | 0.01%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    665000 | PA      | $662062.50    | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6255000 | PA      | $5776490.00   | 0.22%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    502455 | PA      | $483030.39    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6456267.64   | 0.24%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2208527.45   | 0.08%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    140061 | NS      | $2469967.40   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3595000 | PA      | $3478863.53   | 0.13%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451344 | PA      | $431400.98    | 0.02%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    757566 | PA      | $753589.16    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9980000 | PA      | $6686728.74   | 0.25%             | 2053-09-15      | Fixed         | 3.50%                 | 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      | $-15011.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $755177.50    | 0.03%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692939 | PA      | $1677794.96   | 0.06%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2894712.84   | 0.11%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10754 | PA      | $10820.59     | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $338339.25    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1331997.97   | 0.05%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4000434.89   | 0.15%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3326431.58   | 0.13%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467345 | PA      | $466954.96    | 0.02%             | 2045-05-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAC5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   7245000 | PA      | $7104983.13   | 0.27%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72530000 | PA      | $74871645.56  | 2.82%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3383630.65   | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $508626.77    | 0.02%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12792000 | PA      | $12085664.14  | 0.45%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2008180.68   | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505000 | PA      | $3667088.47   | 0.14%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6852912 | PA      | $6950040.95   | 0.26%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                                | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |   1295000 | PA      | $3250.45      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    490000 | PA      | $445341.40    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132AAJQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357059 | PA      | $1285843.43   | 0.05%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $643470.28    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29683000 | PA      | $30110767.65  | 1.13%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $875562.95    | 0.03%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2766922.41   | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    554000 | PA      | $561146.38    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6115000 | PA      | $5594556.63   | 0.21%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2952725.00   | 0.11%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3989187.29   | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4971872.59   | 0.19%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    528000 | PA      | $344666.84    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17524788 | PA      | $13939712.22  | 0.52%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4044598.80   | 0.15%             | 2055-01-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2133169.02   | 0.08%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                       | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    615000 | PA      | $494850.83    | 0.02%             | 2052-04-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| COTIVITI INC                                   | COTIVITI INC                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   4180000 | PA      | $4099012.50   | 0.15%             | 2032-03-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securiti                 | Bear Stearns Mortgage Securities Inc                                             | CUSIP: 073914TS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10414 | PA      | $2732.73      | 0.00%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1925701.34   | 0.07%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2595562 | PA      | $2346439.06   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2320534.21   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5560349 | PA      | $5021187.77   | 0.19%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   2985000 | PA      | $2986865.63   | 0.11%             | 2031-08-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $1692558.49   | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1580412.80   | 0.06%             | 2038-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378PFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1037786 | PA      | $929274.10    | 0.03%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                           | EPICOR SOFTWARE CORP                                                             | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1898421 | PA      | $1891893.80   | 0.07%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2339304.98   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    143843 | PA      | $101768.64    | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1448000 | PA      | $1303562.00   | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3059000 | PA      | $3121431.13   | 0.12%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $887212.53    | 0.03%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24694 | PA      | $18841.01     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salomon Brothers Mortgage Secu                 | Citigroup Global Markets Mortgage Securities VII Inc                             | CUSIP: 79548KUU0<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-MBS          | CORP              | US        |    472978 | PA      | $89872.88     | 0.00%             | 2030-12-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $296083.44    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3535305.66   | 0.13%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3320139.90   | 0.12%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1209994 | PA      | $1071605.24   | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                         | 200 Park Funding Trust                                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2428359.64   | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | 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        |   8730000 | PA      | $5172524.13   | 0.19%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1914202 | PA      | $1909864.92   | 0.07%             | 2031-12-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18004946 | PA      | $17678175.77  | 0.67%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4663901.48   | 0.18%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5567299 | PA      | $5578399.30   | 0.21%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    805000 | PA      | $558254.22    | 0.02%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1790421.59   | 0.07%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2822764.84   | 0.11%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    350000 | PA      | $291777.50    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    770000 | PA      | $678199.60    | 0.03%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2208090.83   | 0.08%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                        | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1822157.50   | 0.07%             | 2038-02-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1434759.86   | 0.05%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2004-A3                                                 | CUSIP: 466247DT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2476 | PA      | $2389.28      | 0.00%             | 2034-07-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970000 | PA      | $2870924.07   | 0.11%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    785000 | PA      | $798348.14    | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4556060 | PA      | $3836406.25   | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1824801.53   | 0.07%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AC5Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5775195 | PA      | $5809664.45   | 0.22%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1795083.30   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                        | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   4200090 | PA      | $4168589.01   | 0.16%             | 2029-04-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9477000 | PA      | $9358957.22   | 0.35%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    855000 | PA      | $757330.79    | 0.03%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                             | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2027925.58   | 0.08%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10894269 | PA      | $9217333.93   | 0.35%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4230823.96   | 0.16%             | 2038-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131XJ4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381546 | PA      | $348371.07    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8293338 | PA      | $7738566.99   | 0.29%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $665612.30    | 0.03%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                          | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |   1032000 | PA      | $995709.51    | 0.04%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                       | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |   1045000 | PA      | $1039785.45   | 0.04%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1500921.78   | 0.06%             | 2038-04-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974504 | PA      | $880462.50    | 0.03%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2092000 | PA      | $1716493.95   | 0.06%             | 2055-02-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3742011.20   | 0.14%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9359404 | PA      | $8194658.76   | 0.31%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8498280 | PA      | $6846789.44   | 0.26%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    465000 | PA      | $339554.16    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2154800.65   | 0.08%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    363000 | PA      | $407011.75    | 0.02%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486896 | PA      | $421892.94    | 0.02%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7709666 | PA      | $7732874.31   | 0.29%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                       | TAV Havalimanlari Holding AS                                                     | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |   1150000 | PA      | $1180532.50   | 0.04%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                            | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3344878.23   | 0.13%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                        | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    550000 | PA      | $559108.00    | 0.02%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                               | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AG1<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    450000 | PA      | $446327.33    | 0.02%             | 2026-06-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                         | Usiminas International Sarl                                                      | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    905000 | PA      | $906131.25    | 0.03%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136876 | PA      | $139610.48    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2887422.96   | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    770000 | PA      | $774504.50    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5351527 | PA      | $5258156.33   | 0.20%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $198825.00    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22758185 | PA      | $18957242.25  | 0.71%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1054951.34  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5398998.90   | 0.20%             | 2035-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298988 | PA      | $2146571.88   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15916 | PA      | $15836.58     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31329KK86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5963 | PA      | $6004.35      | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2020000 | PA      | $1427277.46   | 0.05%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    610000 | PA      | $618313.39    | 0.02%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  10181347 | NS      | $10181347.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3023873.47   | 0.11%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1821029.00   | 0.07%             | 2038-04-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4800581 | PA      | $4789004.36   | 0.18%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    462000 | PA      | $433086.38    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2003-W1                                                   | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4625 | PA      | $4638.29      | 0.00%             | 2042-12-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6638655.68   | 0.25%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $357760.00    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    765000 | PA      | $769122.20    | 0.03%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    850000 | PA      | $838637.03    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |  11317458 | PA      | $11445566.00  | 0.43%             | 2033-12-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1911285.00   | 0.07%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                            | SVB Financial Trust                                                              | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10507 | NS      | $4964557.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3411500.23   | 0.13%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                               | CSN Resources SA                                                                 | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    640000 | PA      | $613214.21    | 0.02%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4575836 | PA      | $3830889.86   | 0.14%             | 2052-04-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15720000 | PA      | $15221382.04  | 0.57%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    845000 | PA      | $836918.50    | 0.03%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XK2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572608 | PA      | $1530733.87   | 0.06%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1487344 | PA      | $1442006.99   | 0.05%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13590 | PA      | $13418.22     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                                | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1503536.04   | 0.06%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                             | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   6300000 | PA      | $6205500.00   | 0.23%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2830494 | PA      | $2871771.44   | 0.11%             | 2043-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                       | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    675000 | PA      | $614974.75    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-1                                                  | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1699969 | PA      | $1385538.48   | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                   | TBC Bank JSC                                                                     | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    845000 | PA      | $829460.96    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5043136.77   | 0.19%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURGAN BANK                                    | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    745000 | PA      | $703560.49    | 0.03%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301968.18    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2499058.04   | 0.09%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $183574.88    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2096019.69   | 0.08%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                          | Central American Bank for Economic Integration                                   | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $510165.40    | 0.02%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $300660.69    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3629737.26   | 0.14%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $194167.46    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4256191 | PA      | $3764953.35   | 0.14%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4280104 | PA      | $3946134.67   | 0.15%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    842453 | PA      | $747797.13    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                         | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6633327.38   | 0.25%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    900000 | PA      | $888468.75    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $78507.76     | 0.00%             | 2050-11-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421330 | PA      | $1256520.74   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200015 | PA      | $2926610.48   | 0.11%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3185000 | PA      | $3128051.56   | 0.12%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1235000 | PA      | $1188228.08   | 0.04%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3132364.00   | 0.12%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1492024 | PA      | $1262410.93   | 0.05%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4835902.15   | 0.18%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-4                                                  | CUSIP: 46648UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5487841 | PA      | $4933517.28   | 0.19%             | 2048-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    155000 | PA      | $104932.45    | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4368860.50   | 0.16%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1050000 | PA      | $1049571.18   | 0.04%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1035000 | PA      | $1014300.00   | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    739260 | PA      | $740019.22    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     73088 | PA      | $67961.21     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |   1005000 | PA      | $999653.90    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   9525000 | PA      | $9069974.56   | 0.34%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                          | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    681750 | PA      | $658570.50    | 0.02%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131XLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461074 | PA      | $419828.00    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7010000 | PA      | $6843002.87   | 0.26%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLYF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4193060 | PA      | $4311657.65   | 0.16%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6740000 | PA      | $6571640.87   | 0.25%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479181 | PA      | $1378284.91   | 0.05%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $5783878.54   | 0.22%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138093 | PA      | $131848.58    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    153408 | PA      | $107385.92    | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5870000 | PA      | $5406831.17   | 0.20%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3972248.88   | 0.15%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    860027 | PA      | $854651.37    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1142847.87   | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-1                            | CUSIP: 61772AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573056 | PA      | $1280074.62   | 0.05%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    721000 | PA      | $531989.85    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2002-W6                                                   | CUSIP: 31392DH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6634 | PA      | $6647.82      | 0.00%             | 2042-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $336124.24    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-4                                                    | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288779 | PA      | $1049887.74   | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4130000 | PA      | $3944683.60   | 0.15%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2022511.40   | 0.08%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    886502 | PA      | $822001.07    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3033966 | PA      | $2684470.84   | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $761718.00    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL XII Ltd                                                                 | CUSIP: 67629HAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1654834.40   | 0.06%             | 2038-01-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $742755.43    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3323130 | PA      | $2912182.75   | 0.11%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3725189.46   | 0.14%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $175250.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936786 | PA      | $952643.47    | 0.04%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578313 | PA      | $528610.33    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10020000 | PA      | $9864055.73   | 0.37%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    810000 | PA      | $823058.01    | 0.03%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5260729 | PA      | $5360503.53   | 0.20%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    905000 | PA      | $867442.50    | 0.03%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3526511 | PA      | $3539924.69   | 0.13%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200797.50    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5269358.09   | 0.20%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $578622.39    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3201732 | PA      | $2571814.54   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1695560 | PA      | $1555110.28   | 0.06%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1404834 | PA      | $1078209.91   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $264323.40    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PL                       | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3134131 | PA      | $3094954.34   | 0.12%             | 2030-11-29      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    795000 | PA      | $783789.63    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | BAITEREK NATIONAL MANAGING HOLDING JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $399874.55    | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4621.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STS OPERATING INC                              | STS OPERATING INC                                                                | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   3351150 | PA      | $3235954.22   | 0.12%             | 2031-03-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    640000 | PA      | $636791.74    | 0.02%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2905867.49   | 0.11%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    605000 | PA      | $600448.16    | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1811145.07   | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  10181347 | NS      | $10181347.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                  | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    575000 | PA      | $533478.96    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Man GLG US CLO 2018-1 Ltd                      | Man GLG US CLO                                                                   | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1267166 | PA      | $1266999.94   | 0.05%             | 2030-04-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381305 | PA      | $1212797.61   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1730000 | PA      | $1651189.85   | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25819878 | PA      | $24738898.05  | 0.93%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402826.93    | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617AAXZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268188 | PA      | $256669.38    | 0.01%             | 2035-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  10181347 | NS      | $10181347.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    865000 | PA      | $861117.02    | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    870000 | PA      | $746440.77    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $263190.00    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11129962 | PA      | $9371010.92   | 0.35%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $406682.69    | 0.02%             | 2045-01-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1792278.34   | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    660000 | PA      | $666449.12    | 0.03%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2390256 | PA      | $2290100.44   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1959572 | PA      | $1836230.74   | 0.07%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    935000 | PA      | $895973.84    | 0.03%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1111000 | PA      | $958804.11    | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2063828.35   | 0.08%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4191225.71   | 0.16%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1771991.13   | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2610638.12   | 0.10%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    495000 | PA      | $484536.34    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                 | A-AP BUYER INC                                                                   | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   2069812 | PA      | $2074987.03   | 0.08%             | 2031-09-09      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3580780.49   | 0.13%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2017-HL1 Trust                                                              | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411481 | PA      | $1282990.78   | 0.05%             | 2047-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11757501 | PA      | $11038532.04  | 0.42%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                  | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83366 | PA      | $85728.92     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3502372 | PA      | $3409438.98   | 0.13%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3041064.00   | 0.11%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    725000 | PA      | $744096.72    | 0.03%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4100000 | PA      | $4034033.46   | 0.15%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                       | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3560000 | PA      | $3334717.86   | 0.13%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2150513.39   | 0.08%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2004-T1                                                 | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6832 | PA      | $7036.15      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     73152 | PA      | $58997.09     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $443929.72    | 0.02%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4389596.64   | 0.17%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1368309.80   | 0.05%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13081153 | PA      | $11548758.49  | 0.43%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL XIV CLO Ltd                                                             | CUSIP: 67119GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1798290.00   | 0.07%             | 2037-07-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   3177038 | PA      | $3161152.31   | 0.12%             | 2031-09-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5841837 | PA      | $5897716.69   | 0.22%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6626082 | PA      | $5707050.65   | 0.21%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FTW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107627 | PA      | $101699.06    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7100000 | PA      | $7196614.67   | 0.27%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2013-7                                                                | CUSIP: 12647PAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909960 | PA      | $770182.14    | 0.03%             | 2043-08-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   3457512 | PA      | $3468153.95   | 0.13%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5569791 | PA      | $5546299.26   | 0.21%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    935000 | PA      | $948235.21    | 0.04%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2213211.47   | 0.08%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3225812.58   | 0.12%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190579 | PA      | $1140777.21   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $6173360.49   | 0.23%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1246207.66   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622468 | PA      | $596431.21    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131WEYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $134.67       | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                        | GDZ Elektrik Dagitim AS                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    775000 | PA      | $726210.65    | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2417087 | PA      | $2489963.62   | 0.09%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137715 | PA      | $132036.74    | 0.00%             | 2045-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    450000 | PA      | $381462.21    | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3390279.65   | 0.13%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2225352 | PA      | $2162997.13   | 0.08%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3918313 | PA      | $3916474.50   | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   5945000 | PA      | $5763100.24   | 0.22%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5155632.24   | 0.19%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299302.80    | 0.01%             | 2034-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1551112 | PA      | $1543356.94   | 0.06%             | 2031-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2592831.88   | 0.10%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78522 | PA      | $69892.73     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4409955 | PA      | $4451927.86   | 0.17%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1898140.86   | 0.07%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3976539 | PA      | $4089521.48   | 0.15%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                   | Consorcio Transmantaro SA                                                        | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $619158.61    | 0.02%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3267612.87   | 0.12%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2347757.50   | 0.09%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    250000 | PA      | $213437.50    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                              | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    835000 | PA      | $796360.38    | 0.03%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1445000 | PA      | $1394990.00   | 0.05%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                        | Turkiye Garanti Bankasi AS                                                       | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    735000 | PA      | $733539.19    | 0.03%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10679338.67  | 0.40%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                       | ALLIANCE LAUNDRY SYSTEMS LLC                                                     | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   2410000 | PA      | $2395879.81   | 0.09%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2590509.60   | 0.10%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    402000 | PA      | $406126.53    | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2425142.57   | 0.09%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206028 | PA      | $182509.50    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $2751906.80   | 0.10%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    450000 | PA      | $446737.50    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3895087.88   | 0.15%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2109064.83   | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12559564 | PA      | $12622613.05  | 0.48%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2015-SC01                                | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472332 | PA      | $427474.00    | 0.02%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241KGU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52610 | PA      | $52101.05     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4130211.54   | 0.16%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3669000 | PA      | $3306841.08   | 0.12%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2031258.86   | 0.08%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4053457 | PA      | $4082382.35   | 0.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    740000 | PA      | $713742.95    | 0.03%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $489538.08    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4030268.32   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200642 | PA      | $202484.28    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3085954.05   | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     13272 | PA      | $12575.19     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $65627.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3333279.98   | 0.13%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    740000 | PA      | $755101.18    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4841104.51   | 0.18%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3594000 | PA      | $3086246.51   | 0.12%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                       | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $201258.28    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $620635.00    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                        | Shinhan Financial Group Co Ltd                                                   | CUSIP: 824596AC4<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    370000 | PA      | $376625.07    | 0.01%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    800986 | PA      | $764110.04    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2013-1                                                  | CUSIP: 008414AG9<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-MBS          | CORP              | US        |   1482562 | PA      | $1152500.59   | 0.04%             | 2043-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    530000 | PA      | $524884.33    | 0.02%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281082 | PA      | $273345.50    | 0.01%             | 2036-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6609000 | PA      | $5764238.28   | 0.22%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3855509.05   | 0.15%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                             | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    740000 | PA      | $744625.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154640 | PA      | $153588.87    | 0.01%             | 2031-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2244000.00   | 0.08%             | 2042-01-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250038 | PA      | $4265975.96   | 0.16%             | 2045-03-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $950985.85    | 0.04%             | 2067-06-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6316031 | PA      | $5437403.45   | 0.20%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    133826 | PA      | $114255.62    | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2404526.59   | 0.09%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $324635.95    | 0.01%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17207113 | PA      | $16469471.87  | 0.62%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    776550 | PA      | $802176.15    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $803560.78    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78210 | PA      | $63545.99     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | FRONTIER COMMUNICATIONS                                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4541502 | PA      | $4518794.27   | 0.17%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                          | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    900000 | PA      | $785220.57    | 0.03%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1270189.87   | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    331000 | PA      | $329196.71    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19008069 | PA      | $18920650.60  | 0.71%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $5017660.75   | 0.19%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $1986403.68   | 0.07%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                           | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    294000 | PA      | $288671.40    | 0.01%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8293194 | PA      | $7006933.68   | 0.26%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4560669.89   | 0.17%             | 2035-10-23      | Fixed         | 5.02%                 | 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        |   1568949 | PA      | $1275790.95   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3556887.74   | 0.13%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $114573.51    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $612962.09    | 0.02%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1701385.95   | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1451679.23   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1234551.50   | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    520000 | PA      | $515364.20    | 0.02%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410174 | PA      | $400112.57    | 0.02%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $2448116.69   | 0.09%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6805000 | PA      | $6668662.51   | 0.25%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6392832 | PA      | $6307353.71   | 0.24%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    635000 | PA      | $629421.21    | 0.02%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506301.25   | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-1                                                           | CUSIP: 46643UDP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703352 | PA      | $678425.87    | 0.03%             | 2044-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1649152.83   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3222792.65   | 0.12%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $314746.36    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Contimortgage Home Equity Loan                 | Contimortgage Home Equity Loan Trust 1996-4                                      | CUSIP: 21075WDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       983 | PA      | $960.25       | 0.00%             | 2028-01-15      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13500843 | PA      | $12626596.81  | 0.48%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5172000 | PA      | $4732614.29   | 0.18%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4675790.33   | 0.18%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3189116.87   | 0.12%             | 2040-08-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $222856.52    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $390762.36    | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12907000 | PA      | $12664227.07  | 0.48%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2646947.34   | 0.10%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1675810.93   | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4050303.20   | 0.15%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    368000 | PA      | $224765.75    | 0.01%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8080000 | PA      | $7751662.74   | 0.29%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                            | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $798445.78    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2600.26      | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9833574 | PA      | $7842773.48   | 0.30%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3620AX6F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100499 | PA      | $98405.64     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                        | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1192870.80   | 0.04%             | 2035-07-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                            | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   7605938 | PA      | $7583750.98   | 0.29%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                       | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $437412.13    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133D4R39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5651057 | PA      | $4974363.11   | 0.19%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497353 | PA      | $501117.50    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    300000 | PA      | $267038.01    | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2300000 | PA      | $2321132.62   | 0.09%             | 2030-04-06      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Mellon Residential Funding Cor                 | MRFC Mortgage Pass-Through Trust Series 1998-2                                   | CUSIP: 585525BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       148 | PA      | $146.47       | 0.00%             | 2028-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                     | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4644328.29   | 0.17%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    460000 | PA      | $456758.15    | 0.02%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $603865.58    | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1850000 | PA      | $1791515.95   | 0.07%             | 2038-04-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $221734.17    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    760000 | PA      | $721157.69    | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                            | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $180261.00    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2405571.37   | 0.09%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HHXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16293 | PA      | $15810.82     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $787276.00    | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    775000 | PA      | $764666.07    | 0.03%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    540000 | PA      | $551664.86    | 0.02%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11747867 | PA      | $10743474.02  | 0.40%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $171809.91    | 0.01%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272422.92    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAMR 2021-15 LLC                                                                | CUSIP: 149918AL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1824540.30   | 0.07%             | 2038-01-20      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-2                                                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199609 | PA      | $181082.64    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2406977 | PA      | $2140298.80   | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                          | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    755000 | PA      | $724886.30    | 0.03%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                        | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |   1570000 | PA      | $1566089.13   | 0.06%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1304767.34   | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1608502.50   | 0.06%             | 2038-01-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1612584.60   | 0.06%             | 2038-04-18      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3825292.84   | 0.14%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1609631 | PA      | $1613856.36   | 0.06%             | 2028-09-22      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    309000 | PA      | $302256.51    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    351000 | PA      | $287093.43    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1988364.84   | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3688518.21   | 0.14%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                    | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    575000 | PA      | $564756.38    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                              | AMAZON HOLDCO INC                                                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   4139625 | PA      | $4095641.48   | 0.15%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1846165.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3267104 | PA      | $3365788.01   | 0.13%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                          | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $556313.40    | 0.02%             | N/A             | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1442810.22   | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5456381.15   | 0.21%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1431420.90   | 0.05%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | WELLS FARGO & CO                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4464520.55   | 0.17%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6535214 | PA      | $6101591.66   | 0.23%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11055000 | PA      | $10600320.01  | 0.40%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                  | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    520000 | PA      | $458966.66    | 0.02%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1518051.23   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10075000 | PA      | $8860582.67   | 0.33%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2024-A                                              | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5488000 | PA      | $5501031.80   | 0.21%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                       | Beacon Roofing Supply Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1288520.89   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3590000 | PA      | $3815388.82   | 0.14%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  17550000 | PA      | $17881280.82  | 0.67%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | PA      | $7805286.40   | 0.29%             | 2034-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2040156.57   | 0.08%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                      | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2406000 | PA      | $2624970.06   | 0.10%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1335000 | PA      | $1357488.74   | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                               | Oryx Funding Ltd                                                                 | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $686828.95    | 0.03%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    992000 | PA      | $171070.40    | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B22 Mortgage Trust                                                | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8455000 | PA      | $7200988.22   | 0.27%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2016-SC02                                | CUSIP: 3137G1BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    157989 | PA      | $136420.13    | 0.01%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    795000 | PA      | $799016.74    | 0.03%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7383829 | PA      | $5866585.74   | 0.22%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4511000 | PA      | $4511005.41   | 0.17%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    725000 | PA      | $751919.25    | 0.03%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1818660.68   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1130455.57   | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953868 | PA      | $936567.86    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1485000 | PA      | $1520366.46   | 0.06%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       841 | PA      | $667.94       | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646190 | PA      | $610637.75    | 0.02%             | 2045-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2838854 | PA      | $2833973.72   | 0.11%             | 2030-12-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3548125.00   | 0.13%             | 2042-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1718172.31   | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6633990 | PA      | $6054351.31   | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5904477.41   | 0.22%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4185934.24   | 0.16%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4496000 | PA      | $4715454.26   | 0.18%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  14315000 | PA      | $13201766.83  | 0.50%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   4960000 | PA      | $4333146.77   | 0.16%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    595000 | PA      | $551696.32    | 0.02%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1169816.40   | 0.04%             | 2039-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3804019 | PA      | $3094236.82   | 0.12%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495000 | PA      | $3404914.28   | 0.13%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    550000 | PA      | $425536.71    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4555796 | PA      | $4042437.42   | 0.15%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699899 | PA      | $666523.70    | 0.03%             | 2045-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1678881.15   | 0.06%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                       | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2224470.82   | 0.08%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $268749.53    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4250796.09   | 0.16%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1025000 | PA      | $969848.24    | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5234326.99   | 0.20%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3330060.42   | 0.13%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                          | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $970778.18    | 0.04%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3845777 | PA      | $3651212.67   | 0.14%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17634 | PA      | $17474.26     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2248388.38   | 0.08%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                 | Tecpetrol SA                                                                     | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    840000 | PA      | $842940.00    | 0.03%             | 2033-01-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2345939.82   | 0.09%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15692449 | PA      | $13209074.81  | 0.50%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                       | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    500000 | PA      | $521462.50    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188963 | PA      | $178143.67    | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                         | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    290000 | PA      | $319299.91    | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557770.56    | 0.02%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    465000 | PA      | $482484.00    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12405000 | PA      | $11662487.56  | 0.44%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2536095.79   | 0.10%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2012917 | PA      | $2033771.84   | 0.08%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $396035.80    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $1674567.79   | 0.06%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                             | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    825000 | PA      | $833765.63    | 0.03%             | N/A             | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3226 | PA      | $59.77        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                          | Celestial Dynasty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    850000 | PA      | $812035.52    | 0.03%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4045000 | PA      | $4021132.07   | 0.15%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                              | Jordan Government International Bond                                             | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    380000 | PA      | $376599.95    | 0.01%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    350000 | PA      | $309289.75    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15934180 | PA      | $16189383.35  | 0.61%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $509847.40    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    287000 | PA      | $270999.75    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    466469 | PA      | $465136.01    | 0.02%             | 2032-02-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3324307 | PA      | $2679156.16   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $277431.95    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $2866017.42   | 0.11%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $575473.59    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1511157 | PA      | $1332806.29   | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2013-4                                                    | CUSIP: 81744YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236189 | PA      | $227828.22    | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2973685.95   | 0.11%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 1999-T2                                                 | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2338 | PA      | $2333.84      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                       | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    605000 | PA      | $524154.70    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4412648.70   | 0.17%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1523972.70   | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2002-T19                                                | CUSIP: 31392GVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32024 | PA      | $33637.99     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2327041.22   | 0.09%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $394819.52    | 0.01%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    640000 | PA      | $470797.63    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SILKNET JSC                                    | Silknet JSC                                                                      | CUSIP: 47972FAA9<br>LEI: 635400QGWS2BG73SGG55 | Long             | DBT              | CORP              | GE        |    710000 | PA      | $719188.68    | 0.03%             | 2027-01-31      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0CW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26747313 | PA      | $24221885.36  | 0.91%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2310639.11   | 0.09%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    655000 | PA      | $645175.00    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $3029829.39   | 0.11%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7680000 | PA      | $7776599.81   | 0.29%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $409217.00    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $10022953.13  | 0.38%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    395000 | PA      | $283073.79    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                    | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    690000 | PA      | $751573.88    | 0.03%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2643076 | PA      | $2225126.00   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3241555.70   | 0.12%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       144 | NC      | $-67854.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    327000 | PA      | $238386.27    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    350000 | PA      | $359417.98    | 0.01%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1319000 | PA      | $886697.62    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    200000 | PA      | $225723.31    | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    227000 | PA      | $209883.29    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3452731.28   | 0.13%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10986 | PA      | $10953.87     | 0.00%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4385824 | PA      | $3854848.64   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    685000 | PA      | $699384.32    | 0.03%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                       | ROPER INDUSTRIAL PRODUCT                                                         | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4488750 | PA      | $4455784.62   | 0.17%             | 2029-11-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    426000 | PA      | $403839.48    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1872335 | PA      | $1649408.76   | 0.06%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                              | MNSN HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $36868.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $217037.50    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    825000 | PA      | $825871.04    | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1529075.00   | 0.06%             | 2038-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2573404.48   | 0.10%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    546605 | PA      | $523559.88    | 0.02%             | 2029-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    216947 | PA      | $206991.54    | 0.01%             | 2029-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1133048.13   | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149011 | PA      | $141921.41    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1464 | PA      | $19.81        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1795460.15   | 0.07%             | 2038-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XA4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697883 | PA      | $653469.96    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9412073 | PA      | $8244887.83   | 0.31%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3070119 | PA      | $3025500.97   | 0.11%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $391530.10    | 0.01%             | 2034-11-05      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1470867.75   | 0.06%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    920000 | PA      | $949674.23    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                        | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $599738.16    | 0.02%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3157286.34   | 0.12%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2355526.70   | 0.09%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5187000 | PA      | $3235746.04   | 0.12%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4614000 | PA      | $4736872.20   | 0.18%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16430000 | PA      | $14876209.97  | 0.56%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $411452.00    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAA6<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    715000 | PA      | $664056.25    | 0.02%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5788264.95   | 0.22%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2863750 | PA      | $2853010.94   | 0.11%             | 2030-12-09      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   1035000 | PA      | $1047532.82   | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $200331.34    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1393335.11   | 0.05%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36183QXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732389 | PA      | $653856.65    | 0.02%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $4850328.40   | 0.18%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3964116 | PA      | $3887224.53   | 0.15%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $3607345.57   | 0.14%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3073515.24   | 0.12%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                       | CONCENTRA HEALTH SERVICE                                                         | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   3481275 | PA      | $3481275.00   | 0.13%             | 2031-07-28      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4072817.00   | 0.15%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1175384.34   | 0.04%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105307 | PA      | $100160.73    | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $6955826.56   | 0.26%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283190 | PA      | $280895.00    | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1731711 | PA      | $1660637.67   | 0.06%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                           | Telecom Argentina SA                                                             | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    880000 | PA      | $923560.00    | 0.03%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10673000 | PA      | $10413008.92  | 0.39%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4391370 | PA      | $4050864.15   | 0.15%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2291288 | PA      | $1848577.89   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4629788 | PA      | $4201938.47   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1167000 | PA      | $1006356.03   | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $684559.76    | 0.03%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2074147.20   | 0.08%             | 2042-02-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                       | PTTEP Treasury Center Co Ltd                                                     | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    475000 | PA      | $456685.38    | 0.02%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7954154 | PA      | $6412850.57   | 0.24%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3067692.89   | 0.12%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3600000 | PA      | $3605495.40   | 0.14%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7425135 | PA      | $7115062.52   | 0.27%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5182149 | PA      | $5194656.47   | 0.20%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1301317.65   | 0.05%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5387527 | PA      | $5122196.65   | 0.19%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DAVITA INC                                                                       | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   5144150 | PA      | $5121186.51   | 0.19%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    825000 | PA      | $827865.64    | 0.03%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    615000 | PA      | $399296.62    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1691423.25   | 0.06%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    741000 | PA      | $105129.38    | 0.00%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $4574662.38   | 0.17%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $876125.60    | 0.03%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    465000 | PA      | $479432.86    | 0.02%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $520040.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14042 | PA      | $14182.53     | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1671418.82   | 0.06%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3376000 | PA      | $3181116.01   | 0.12%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                                                               | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1523805.00   | 0.06%             | 2038-04-17      | Floating      | 7.08%                 | No            |                  3 | On Loan: No      |
| USI INC/NY                                     | USI INC/NY                                                                       | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1265821 | PA      | $1257778.17   | 0.05%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1685000 | PA      | $1662156.96   | 0.06%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7173551 | PA      | $6875804.48   | 0.26%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    667438 | PA      | $595466.85    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1311167.72   | 0.05%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6349164.98   | 0.24%             | 2034-11-17      | Fixed         | 5.23%                 | 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        |   1650000 | PA      | $1437384.96   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8405821.20   | 0.32%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3264093.76   | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    730000 | PA      | $739048.57    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1695000 | PA      | $1677685.41   | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5801000 | PA      | $5800092.14   | 0.22%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2462338.78   | 0.09%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1859979 | PA      | $1702142.33   | 0.06%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10781452 | PA      | $11282127.77  | 0.42%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679997 | PA      | $1367097.48   | 0.05%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231927 | PA      | $226130.77    | 0.01%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138M8J46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562331 | PA      | $513140.31    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $807897.51    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    745000 | PA      | $559011.12    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1470766.07   | 0.06%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    815000 | PA      | $806450.65    | 0.03%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                | GNL Quintero SA                                                                  | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    807640 | PA      | $797449.20    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6590489.15   | 0.25%             | 2035-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550542 | PA      | $509071.60    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                          | Holcim Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1581803.25   | 0.06%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    192444 | PA      | $130953.33    | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-32596.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11755214 | PA      | $10757865.16  | 0.40%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                          | Holcim Finance US LLC                                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1572049.60   | 0.06%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | ENTEGRIS INC                                                                     | CUSIP: 29362LAM6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   1337027 | PA      | $1336295.17   | 0.05%             | 2029-07-06      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1699164.95   | 0.06%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2812932 | PA      | $2810589.16   | 0.11%             | 2031-08-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30545000 | PA      | $30764542.19  | 1.16%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  15293000 | PA      | $14974001.78  | 0.56%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5944000 | PA      | $6192846.75   | 0.23%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75713 | PA      | $74354.56     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    417000 | PA      | $406314.38    | 0.02%             | 2031-03-31      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2626181.62   | 0.10%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080325 | PA      | $1012578.28   | 0.04%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M5MR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2780904 | PA      | $2761798.95   | 0.10%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $597000.00    | 0.02%             | 2045-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11796425 | PA      | $10981785.12  | 0.41%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4218413 | PA      | $3523686.88   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    238830 | PA      | $120238.76    | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                       | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1118067.20   | 0.04%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    841000 | PA      | $762300.90    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    470000 | PA      | $440155.00    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4626982.08   | 0.17%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    682458 | PA      | $561947.74    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2339383.85   | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1601347 | PA      | $1392987.28   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $306834.84    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168902 | PA      | $166426.55    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6345847 | PA      | $6301039.46   | 0.24%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $389130.48    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2042034.06   | 0.08%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1692246.60   | 0.06%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $6629430.19   | 0.25%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7102787 | PA      | $7095090.93   | 0.27%             | 2044-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2151350.27   | 0.08%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $554033.48    | 0.02%             | 2034-09-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X7D97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791978 | PA      | $1573631.79   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4880000 | PA      | $4811748.32   | 0.18%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380803 | PA      | $369120.27    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     25088 | PA      | $19073.08     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7605000 | PA      | $6960886.16   | 0.26%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3222000 | PA      | $2972385.86   | 0.11%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                       | Mexico Generadora de Energia S de rl                                             | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    690184 | PA      | $677889.12    | 0.03%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    185756 | PA      | $91951.95     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2325236.25   | 0.09%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6241736.41   | 0.23%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                       | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    695000 | PA      | $715351.34    | 0.03%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                         | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    815000 | PA      | $840860.77    | 0.03%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4115430 | PA      | $4144426.40   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1939554.83   | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259644 | PA      | $1818176.07   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  10181347 | NS      | $10181347.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    565000 | PA      | $406348.00    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5596602 | PA      | $5629127.83   | 0.21%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    106146 | PA      | $51547.21     | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBT3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970783.20   | 0.07%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    905000 | PA      | $867766.94    | 0.03%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353007 | PA      | $1243061.08   | 0.05%             | 2046-10-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $3855759.04   | 0.15%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1524965.33   | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1563798.35   | 0.06%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2215000 | PA      | $2291561.92   | 0.09%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8570000 | PA      | $7925864.23   | 0.30%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2670574.12   | 0.10%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2172378.97   | 0.08%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $553519.44    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2870713 | PA      | $2313228.29   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2272458.02   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3020000 | PA      | $3065700.75   | 0.12%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    585000 | PA      | $589441.91    | 0.02%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1144000 | PA      | $1127098.66   | 0.04%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7311000 | PA      | $6885934.07   | 0.26%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28991 | PA      | $14302.25     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4183107 | PA      | $4305040.98   | 0.16%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100441.32    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | 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        |   5373000 | PA      | $4821353.55   | 0.18%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1938066.89   | 0.07%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3429713.28   | 0.13%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    320000 | PA      | $284384.00    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 51                 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5853938.70   | 0.22%             | 2034-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5192096.02   | 0.20%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2984435.95   | 0.11%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4158000 | PA      | $3609566.45   | 0.14%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG INC                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   4790769 | PA      | $4779880.06   | 0.18%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1530000 | PA      | $1477138.50   | 0.06%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1065286.77   | 0.04%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                | ICON PARENT INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2345000 | PA      | $2334740.63   | 0.09%             | 2031-11-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7723000 | PA      | $7688037.98   | 0.29%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3151481.44   | 0.12%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $3817339.78   | 0.14%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                                      | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |   1502450 | PA      | $1500571.94   | 0.06%             | 2029-10-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13210000 | PA      | $9459282.06   | 0.36%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-J4                                          | CUSIP: 12669FVB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13436 | PA      | $12783.68     | 0.00%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10860000 | PA      | $10059075.00  | 0.38%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3114007.16   | 0.12%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $3899862.33   | 0.15%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Tr                 | GreenState Auto Receivables Trust 2024-1                                         | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4179869 | PA      | $4179638.21   | 0.16%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    385000 | PA      | $382805.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    108336 | PA      | $41701.14     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10294134 | PA      | $9591972.11   | 0.36%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19395000 | PA      | $12837443.83  | 0.48%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    720000 | PA      | $711828.50    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31387DNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1811 | PA      | $1810.02      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11947371 | PA      | $10608754.14  | 0.40%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                  | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2334653.33   | 0.09%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    925000 | PA      | $821714.04    | 0.03%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103586 | PA      | $67582.61     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3955000 | PA      | $3709515.13   | 0.14%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     91551 | PA      | $46448.12     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $394746.84    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $391564.60    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    210000 | PA      | $126152.04    | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | 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        |      1343 | NC      | $-962996.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2542783 | PA      | $2283498.14   | 0.09%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO                              | Black Diamond CLO 2017-2 DAC                                                     | CUSIP: 000000000<br>LEI: 549300PKZ3LBLGCJNI86 | Long             | ABS-CBDO         | CORP              | IE        |    213077 | PA      | $212994.03    | 0.01%             | 2032-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-10                                                 | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3341261 | PA      | $2719912.14   | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1227590.74   | 0.05%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1655939.01   | 0.06%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                          | Holcim Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1025063.35   | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $967768.50    | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    495000 | PA      | $439412.14    | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050286 | PA      | $994824.06    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114197 | PA      | $102212.09    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    703000 | PA      | $609121.38    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KN7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5644113 | PA      | $5114616.36   | 0.19%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |    456903 | PA      | $439673.35    | 0.02%             | 2045-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38373MPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55809 | PA      | $0.00         | 0.00%             | 2045-06-17      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| OOREDOO INTL FINANCE                           | Ooredoo International Finance Ltd                                                | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    765000 | PA      | $751652.66    | 0.03%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     76293 | PA      | $38432.11     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289804 | PA      | $286968.66    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2829896.10   | 0.11%             | 2034-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    547000 | PA      | $545942.98    | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3274338.64   | 0.12%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5016845 | PA      | $4830468.31   | 0.18%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478641.35    | 0.02%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3998610.36   | 0.15%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3126341.47   | 0.12%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2113609.89   | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835000 | PA      | $718672.23    | 0.03%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3925000 | PA      | $3889613.77   | 0.15%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                 | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $598949.03    | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                       | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    660000 | PA      | $683178.80    | 0.03%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9333689.06   | 0.35%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1022766.30   | 0.04%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11585000 | PA      | $12294611.37  | 0.46%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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