# EDGAR Filing Document

**Accession Number:** 0000893818
**File Stem:** 0001410368-26-066742
**Filing Date:** 2026-6
**Character Count:** 2052792
**Document Hash:** e68b8572899756f93aadb14bd4dbf026
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066742.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066742

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds III
- **CENTRAL INDEX KEY:** 0000893818

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07332
- **FILM NUMBER:** 261121704

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 8006439691

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BARCLAYS GLOBAL INVESTORS FUNDS
- **DATE OF NAME CHANGE:** 20060201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BARCLAYS GLOBAL INVESTORS FUNDS INC
- **DATE OF NAME CHANGE:** 19990804

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERWORKS FUNDS INC
- **DATE OF NAME CHANGE:** 19960607

## Series and Classes Contracts Data

### BlackRock Diversified Fixed Income Fund (Series ID: S000079204)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000244506 | Institutional Shares |  |
| C000244507 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds III

- **b. Investment Company Act file number:** 811-07332

- **c. CIK number of Registrant:** 0000893818

- **d. LEI of Registrant:** 5493008LW2651I1QB503

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Diversified Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000079204

- **c. LEI of Series:** 549300SEQK2DPV0R7O94

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1801646145.54

**Total Liabilities:** $540068799.27

**Net Assets:** $1261577346.27

**Delayed Delivery Securities:** $74498116.60

**Cash Not Reported:** $22791700.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23010.75000000 | **1-Year:** 8891.52000000 | **5-Year:** 222986.08000000 | **10-Year:** 86277.32000000 | **30-Year:** 93819.62000000

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

- **3-Month:** 21208.39000000 | **1-Year:** 4235.00000000 | **5-Year:** -13175.80000000 | **10-Year:** 51082.63000000 | **30-Year:** -26798.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244507 | 1.54%                | -1.71%               | 0.28%                |
| Class ID C000244506 | 1.56%                | -1.78%               | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $990033.68               | $12195206.61                               |
| Month 2  | $-1176895.45             | $-25673667.79                              |
| Month 3  | $-1197908.23             | $281477.83                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $40065.13     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     491067 | PA      | $423128.68    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40386.68     | 0.00%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     310000 | PA      | $283098.37    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   47420000 | PA      | $163566.17    | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-183.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4262.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      62578 | PA      | $57822.42     | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W1BL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138520 | PA      | $144402.60    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     410000 | PA      | $265024.87    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      50000 | PA      | $56745.86     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $192499.85    | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     303000 | PA      | $303319.57    | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     605000 | PA      | $613761.35    | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 3521000000 | PA      | $202183.65    | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36282.56     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $3819023.46   | 0.30%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1319025 | PA      | $1275416.83   | 0.10%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     164000 | PA      | $161521.14    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     330000 | PA      | $317671.66    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/INR One-touch barrier option; Barrier price USD 93.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      10000 | OU      | $1171.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46841.20     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79608.49     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 10Y RTR 4.103000 31-JAN-2028                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -2212000 | OU      | $-74205.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34078 | PA      | $34598.81     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      10000 | PA      | $9982.90      | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      48389 | OU      | $-3735.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362599 | PA      | $376662.72    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     433413 | PA      | $386466.17    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      55000 | PA      | $40554.60     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     119000 | PA      | $126608.74    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     132000 | PA      | $125530.03    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     625000 | PA      | $583282.63    | 0.05%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      69000 | PA      | $67509.78     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |          1 | NC      | $-751.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243996 | PA      | $238360.54    | 0.02%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66160.56     | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $77480.47     | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     640000 | PA      | $642435.26    | 0.05%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     240000 | PA      | $228413.55    | 0.02%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427PKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112772 | PA      | $113837.99    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     252580 | PA      | $225600.40    | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96117.87     | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268993.86    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTC72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     606426 | PA      | $603120.08    | 0.05%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      97000 | PA      | $100517.03    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25088.12     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $202254.80    | 0.02%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $347724.08    | 0.03%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      32000 | PA      | $33098.50     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73435 | PA      | $73572.88     | 0.01%             | 2041-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2022-NQM6 Trust                                                             | CUSIP: 12663YAM0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     130354 | PA      | $130740.61    | 0.01%             | 2067-12-25      | Variable      | 9.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202649.10    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83833 | PA      | $83548.45     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | EUR P HUF C @372.0000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |    -104000 | OU      | $-2786.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746396 | PA      | $629804.03    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0GS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386900 | PA      | $379486.83    | 0.03%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102546.80    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1079500000 | PA      | $265210.31    | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      18000 | PA      | $18117.00     | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29996.72     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36300 | PA      | $37183.41     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.004023 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      14894 | OU      | $90.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 5.980000 18-MAR-2031 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1692725 | OU      | $18.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      30000 | PA      | $27957.00     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     225000 | PA      | $245470.54    | 0.02%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.985810 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     230000 | OU      | $8332.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      79000 | PA      | $61981.45     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50142.60     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     110000 | PA      | $100731.75    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205006.87    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64155.01     | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96056.55     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     101000 | PA      | $105936.07    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113410.10    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      50000 | PA      | $47474.08     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50231.90     | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294266 | PA      | $279194.11    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     597000 | PA      | $28453.16     | 0.00%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369773 | PA      | $378411.66    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192779 | PA      | $193290.45    | 0.02%             | 2033-09-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101989.06    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.508000 27-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1030000 | OU      | $6908.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     276107 | PA      | $259583.87    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57570 | PA      | $56708.41     | 0.00%             | 2041-06-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     170000 | PA      | $121645.40    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98050.34     | 0.01%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     525000 | PA      | $524662.62    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 10Y RTR 4.030000 16-DEC-2027                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -1940000 | OU      | $-58202.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                    | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     376000 | PA      | $390591.58    | 0.03%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97589.68     | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     829000 | PA      | $846021.86    | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1017504 | PA      | $908537.79    | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.829000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $1300.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | AUD/USD One-touch barrier option; Barrier price AUD 0.68000                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |      16000 | OU      | $1030.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7965000 | PA      | $7468744.26   | 0.59%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     304207 | PA      | $246285.40    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39565.02     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28695.55     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117233.76    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     475000 | PA      | $484982.75    | 0.04%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     168000 | PA      | $227150.64    | 0.02%             | 2038-05-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     124000 | PA      | $111908.56    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-76797.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100285.23    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99889.61     | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                           | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139000 | PA      | $138618.56    | 0.01%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200782 | PA      | $191155.16    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.612570 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2950000 | OU      | $18137.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76684.46     | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.615000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     585900 | OU      | $952.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      62000 | PA      | $54085.49     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.081000 17-JUN-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   28191490 | OU      | $-1332.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99327.37     | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1351000 | PA      | $1211636.28   | 0.10%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $613591.54    | 0.05%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75390.70     | 0.01%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     215000 | PA      | $223399.79    | 0.02%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |    -110000 | OU      | $-5799.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      18394 | PA      | $18402.89     | 0.00%             | 2031-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      37000 | PA      | $36764.41     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $36048.03     | 0.00%             | 2042-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18447.42     | 0.00%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPJW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1210414 | PA      | $974474.36    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $55183.22     | 0.00%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8800000 | PA      | $8834149.28   | 0.70%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $209.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140U4WH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35444 | PA      | $35070.81     | 0.00%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     135000 | PA      | $156473.64    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71499.96     | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155313 | PA      | $156407.06    | 0.01%             | 2054-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $26523.12     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50599.41     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     647785 | PA      | $594202.13    | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93999.26     | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9437.99      | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                                              | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $344345.93    | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI OPTN JUN26C 7300                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -1 | NC      | $-6050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -9 | NC      | $9990.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119346 | PA      | $119345.91    | 0.01%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $157060.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      56000 | PA      | $53998.30     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Reperforming Loan Trust                                                    | MASTR Reperforming Loan Trust 2005-1                                             | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314669 | PA      | $212309.56    | 0.02%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       2000 | PA      | $2029.84      | 0.00%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P BRL C @5.150000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -485534 | OU      | $-19375.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     136000 | PA      | $103602.08    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142JS2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69692 | PA      | $68879.11     | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94440.42     | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114036 | PA      | $116837.89    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     775000 | PA      | $679129.34    | 0.05%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                                           | ITG Communications LLC Term Loan B                                               | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |     125212 | PA      | $124273.41    | 0.01%             | 2031-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |     152085 | PA      | $150926.62    | 0.01%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      42000 | PA      | $32371.08     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.779160 16-SEP-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     210000 | OU      | $8368.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                         | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     164000 | PA      | $164524.98    | 0.01%             | 2042-10-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24469.73     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                         | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      88000 | PA      | $91096.81     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98454.88     | 0.01%             | 2042-11-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184793.16    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      65000 | PA      | $64578.65     | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                      | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37541.92     | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust Series 2007-A                                                    | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44972 | PA      | $44258.65     | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C MXN P @18.05000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     485534 | OU      | $29.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     735000 | PA      | $733956.69    | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55525000 | PA      | $54697135.58  | 4.34%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     211773 | PA      | $217665.02    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250386.68    | 0.02%             | 2037-07-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    4270210 | OU      | $-14180.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113447 | PA      | $114429.10    | 0.01%             | 2069-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     570000 | PA      | $578855.69    | 0.05%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47929.22     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99838.87     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99617.89     | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C BRL P @5.300000 EO                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |    -108000 | OU      | $-617.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30216.57     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24655.10     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.726900 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   22000000 | OU      | $1352.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AC3<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     189578 | PA      | $190488.60    | 0.02%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72000 | PA      | $72000.00     | 0.01%             | 2034-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     120000 | PA      | $112247.35    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47934.43     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15122 | PA      | $13942.83     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1009000 | PA      | $988898.82    | 0.08%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                                                                | Bridge Street CLO VI Ltd                                                         | CUSIP: 10806PAA7<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250579.38    | 0.02%             | 2039-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48791.65     | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     280000 | PA      | $232152.44    | 0.02%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $120216.84    | 0.01%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15137 | PA      | $12598.99     | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     270000 | PA      | $287571.62    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     924332 | PA      | $792596.35    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41204.38     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53496 | PA      | $55361.23     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-4.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18967.76     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24958.74     | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $2293.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3078651 | PA      | $2628167.30   | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     105000 | PA      | $99948.82     | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4235.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      86000 | PA      | $84640.63     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        558 | NC      | $-460975.35   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     140000 | PA      | $131828.11    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     380000 | PA      | $306682.48    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43663.70     | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $55240.63     | 0.00%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.952500 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7000000 | OU      | $2915.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-3568.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-44286.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    2023314 | PA      | $2209168.14   | 0.18%             | 2033-08-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29388.47     | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     148000 | PA      | $158782.54    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| BBAM US CLO LTD.                                                                 | BBAM US CLO VI Ltd                                                               | CUSIP: 05556TAA1<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250517.65    | 0.02%             | 2039-01-27      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313409 | PA      | $287960.86    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |      95000 | PA      | $85385.96     | 0.01%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     190000 | PA      | $186346.52    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-39591.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                           | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  397000000 | PA      | $64837.36     | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.686000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     760613 | OU      | $1774.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37000 | PA      | $37090.96     | 0.00%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     295000 | PA      | $291813.96    | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3458.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.550000 07-JUL-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1182000 | OU      | $-13484.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     240000 | PA      | $211869.72    | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407728.71    | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      59000 | PA      | $59348.01     | 0.00%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BTP FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         19 | NC      | $-12072.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      88000 | PA      | $57640.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     165000 | PA      | $172040.14    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.595000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1662500000 | OU      | $-14458.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                                        | College Ave Student Loans Trust 2024-A                                           | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103581 | PA      | $105022.76    | 0.01%             | 2054-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     730866 | PA      | $691281.19    | 0.05%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $78.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      64000 | PA      | $47671.83     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     217000 | PA      | $221494.45    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2022-IND                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57723 | PA      | $57722.53     | 0.00%             | 2037-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25185.46     | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset Backed Notes Trust 2007-Sea2                                         | CUSIP: 12671CAK2<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      30213 | PA      | $25330.72     | 0.00%             | 2047-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.431700 02-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     310000 | OU      | $4209.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $68682.18     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-376.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     299000 | PA      | $199304.59    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.950000 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     562000 | OU      | $1040.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $241930.30    | 0.02%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9SR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496977 | PA      | $424397.61    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    2394000 | PA      | $2425433.22   | 0.19%             | 2041-11-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51926.25     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     372639 | PA      | $132392.38    | 0.01%             | 2037-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 10Y RTP 3.707000 04-MAR-2027                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -1075000 | OU      | $-40820.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385367 | PA      | $344023.13    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494380.50    | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P HUF C @320.0000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |     -56000 | OU      | $-1789.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $219402.28    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $58.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65374 | PA      | $67296.66     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     750000 | PA      | $767399.84    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.937120 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4925000 | OU      | $-2783.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        557 | NS      | $37508.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46335.97     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40103.82     | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.880000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $5014.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125296.40    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                               | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165000 | PA      | $165096.56    | 0.01%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     410000 | PA      | $422797.56    | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.028420 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4740000 | OU      | $-25957.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     451821 | PA      | $462399.13    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-13.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69101.26     | 0.01%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11790054 | PA      | $12035670.65  | 0.95%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28783 | PA      | $25425.46     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145101.93    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     244000 | PA      | $230740.20    | 0.02%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     103000 | PA      | $90188.38     | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-171.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-350.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73928.43     | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1127120.16   | 0.09%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-4968.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46059.35     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115748 | PA      | $117186.88    | 0.01%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76067.61     | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5600000 | PA      | $5093701.03   | 0.40%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      74000 | PA      | $76971.54     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-55.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $161630.75    | 0.01%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49618.95     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165803 | PA      | $167425.20    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                         | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $88347.97     | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     801552 | PA      | $710283.25    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322969 | PA      | $273457.30    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.612000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1662500000 | OU      | $-13591.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8305 | PA      | $6371.82      | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102090.74    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.102500 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15000000 | OU      | $2469.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135379.21    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTP 5.200000 24-APR-2028                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -6444000 | OU      | $-21138.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     484000 | PA      | $446376.56    | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35406.23     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.457010 16-SEP-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2475000 | OU      | $-35278.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.865000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   68000000 | OU      | $-26250.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $911862.99    | 0.07%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83725 | PA      | $84281.15     | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust 2006-AR41                                       | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8407 | PA      | $8259.05      | 0.00%             | 2037-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      35000 | PA      | $26736.62     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      51000 | PA      | $49121.93     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    9537713 | OU      | $736281.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                  | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     135000 | PA      | $134749.28    | 0.01%             | 2042-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29691.42     | 0.00%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                                             | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56000 | PA      | $56316.49     | 0.00%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100338.30    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46489.96     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       1592 | NS      | $196038.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.45.V1 5YR RTP @ 312.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | KY        |      49000 | OU      | $212.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90786.28     | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-196283.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C BRL P @5.350000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -110000 | OU      | $-568.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10400000 | PA      | $6903406.22   | 0.55%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     275000 | PA      | $243734.65    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C THB P @32.7000 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     112000 | OU      | $717.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-3                                       | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $406724.44    | 0.03%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1012306.30   | 0.08%             | 2040-01-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     295000 | PA      | $290134.00    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      35000 | PA      | $35454.84     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     310000 | PA      | $302514.08    | 0.02%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25166.34     | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.418750 20-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     780000 | OU      | $11596.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18528 | PA      | $17894.26     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7000 | PA      | $6793.28      | 0.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     455000 | PA      | $394008.46    | 0.03%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     169000 | PA      | $170792.16    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102608.03    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $196148.96    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      71000 | PA      | $72116.83     | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      91000 | PA      | $97961.32     | 0.01%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     730000 | PA      | $711189.99    | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $3238.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294301 | PA      | $303138.61    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.975000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $563.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     200000 | PA      | $202222.10    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86913.94     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     379000 | PA      | $287585.54    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $5192.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     910000 | PA      | $929055.40    | 0.07%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     250000 | PA      | $231508.04    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30693 | PA      | $31094.49     | 0.00%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                              | CFSP 2024-AHP1 Mortgage Trust                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194910 | PA      | $186341.85    | 0.01%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $211915.33    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366671.05    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.120000 17-JUN-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     474000 | OU      | $2617.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     728274 | OU      | $11147.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19510000 | PA      | $19312156.31  | 1.53%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77645.58     | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215000 | PA      | $213431.38    | 0.02%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  174200000 | PA      | $28144.50     | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     113000 | PA      | $113519.80    | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3430000 | PA      | $3234918.75   | 0.26%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $240.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      36000 | PA      | $37347.83     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2205479 | PA      | $1966151.58   | 0.16%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     691000 | PA      | $691362.08    | 0.05%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80305.48     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |          1 | NC      | $822.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NEDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30593 | PA      | $30251.02     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140577 | PA      | $141728.96    | 0.01%             | 2054-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119000 | PA      | $119000.00    | 0.01%             | 2039-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   19930982 | OU      | $-120845.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                     | Owl Rock CLO XVIII LLC                                                           | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250077.58    | 0.02%             | 2036-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     370000 | PA      | $374377.32    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                  | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74875.11     | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | 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        |     162000 | PA      | $135878.39    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ARES Commercial Mortgage Trust                                                   | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $370693.75    | 0.03%             | 2041-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |      77000 | PA      | $69005.45     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutual Asset-Backed Certificates WMABS Series 2007-HE2 Trust          | CUSIP: 93934TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485203 | PA      | $145755.67    | 0.01%             | 2037-02-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2401463 | PA      | $2379518.19   | 0.19%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127170.53    | 0.01%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                                                  | Silver Point CLO 1 Ltd                                                           | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250606.95    | 0.02%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160701.44    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                                          | Regatta 35 Funding Ltd                                                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250633.75    | 0.02%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     240000 | PA      | $210787.44    | 0.02%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     130000 | PA      | $140955.75    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1358154.27   | 0.11%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.617000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   30000000 | OU      | $9325.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      96000 | PA      | $90906.25     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22415.63     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      74000 | PA      | $77002.33     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     748456 | PA      | $671549.79    | 0.05%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25949 | PA      | $23921.62     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1190000 | PA      | $1190271.06   | 0.09%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55183.33     | 0.00%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     795000 | PA      | $817655.03    | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58869.92     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88929.94     | 0.01%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51094.70     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23627.49     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143488.57    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       6000 | PA      | $3771.48      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $197098.01    | 0.02%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | AUD C USD P @0.685000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      12500 | OU      | $450.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2226000000 | PA      | $129110.57    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |     170313 | PA      | $171417.36    | 0.01%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     178000 | PA      | $53387.47     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146333 | PA      | $145447.69    | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (COLOM)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     147922 | OU      | $6733.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49754.44     | 0.00%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113989.70    | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     606000 | PA      | $612007.57    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88447.83     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| HIH Trust                                                                        | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64077 | PA      | $64116.60     | 0.01%             | 2041-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      50000 | PA      | $50066.50     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital Clo 32 Ltd                                                     | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251441.55    | 0.02%             | 2037-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      19000 | PA      | $22206.36     | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     105000 | PA      | $95769.67     | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234469 | PA      | $208008.45    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1398859 | PA      | $1363444.64   | 0.11%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     114000 | PA      | $114621.36    | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $791644.72    | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     745000 | PA      | $736875.29    | 0.06%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2678.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36179.32     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                   | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     202000 | PA      | $217657.02    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154261.38    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324167.74    | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      36470 | PA      | $36423.38     | 0.00%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143925 | PA      | $142467.47    | 0.01%             | 2041-06-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.680660 16-SEP-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14849636 | OU      | $-8793.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20054.26     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-303.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75426.05     | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19796526 | PA      | $18017537.92  | 1.43%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14456000 | PA      | $11563260.73  | 0.92%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19842.42     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $141148.71    | 0.01%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33237.14     | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1542000 | PA      | $1438548.38   | 0.11%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $95.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30851.91     | 0.00%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $253830.94    | 0.02%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20800.10     | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                          | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $43931.74     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMC Global Media Inc                                                             | AMC Global Media Inc                                                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       3574 | NS      | $30343.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     185000 | PA      | $188331.55    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.880800 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $4928.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 3.042580 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7000000 | OU      | $-5171.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     295000 | PA      | $301172.82    | 0.02%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CNX RESOURCES CORP                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31743.53     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     185000 | PA      | $169869.61    | 0.01%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57591.82     | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126297.50    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                                      | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89121 | PA      | $89120.99     | 0.01%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101254.59    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      40000 | PA      | $24570.78     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73774.51     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC28                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         25 | NC      | $-5595.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8JH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103584 | PA      | $101719.42    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311294.00    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     160000 | PA      | $147990.91    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79169.01     | 0.01%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                        | LEX Trust 2026-450                                                               | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78000 | PA      | $77902.50     | 0.01%             | 2043-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31000 | PA      | $30703.54     | 0.00%             | 2042-08-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24557.30     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35218 | PA      | $36175.31     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $122739.39    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63523.88     | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                                        | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     160000 | PA      | $159926.10    | 0.01%             | 2038-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $76442.27     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     255000 | PA      | $260524.30    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99416.49     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C ZAR P @17.50000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -22250 | OU      | $-3.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     290000 | PA      | $295829.29    | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     184174 | PA      | $179809.61    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |          1 | NC      | $-284.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $197.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.867500 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2404000 | OU      | $4177.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     689000 | PA      | $640976.49    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118458 | PA      | $119868.54    | 0.01%             | 2055-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     180000 | PA      | $176212.24    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.716900 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $45122.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      50000 | PA      | $30690.65     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                                           | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       7288 | NS      | $34034.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      54000 | PA      | $56842.40     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      49000 | PA      | $50396.75     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAC7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $109395.52    | 0.01%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      20000 | PA      | $14395.69     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |     795000 | PA      | $882443.56    | 0.07%             | 2033-12-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50183.10     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD/INR One-touch barrier option; Barrier price USD 93.00000                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -10000 | OU      | $-1171.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      22000 | PA      | $21620.50     | 0.00%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust 2025-C                                              | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119489 | PA      | $118580.46    | 0.01%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.245000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8000000 | OU      | $-17533.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRLU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166633 | PA      | $175297.56    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                      | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34197.21     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-173.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      55000 | PA      | $47661.86     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |      25000 | PA      | $24778.44     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | AUD C USD P @0.725000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -25100 | OU      | $-205.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      89000 | PA      | $94882.99     | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     132336 | PA      | $125156.54    | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $712.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         60 | NS      | $15154.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25360.78     | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55926.94     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                              | Freddie Mac Multiclass Certificates Series 2024-P015                             | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24862 | PA      | $24657.97     | 0.00%             | 2032-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1044863 | PA      | $860038.00    | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     250000 | PA      | $178498.10    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     310000 | PA      | $289848.38    | 0.02%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2955.64      | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34814.96     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     125000 | PA      | $106540.87    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings, LLC                                               | West Deptford Energy Holdings LLC 2025 Term Loan                                 | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      47007 | PA      | $46792.06     | 0.00%             | 2032-07-24      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust 2005-RP2                                               | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123306 | PA      | $116047.76    | 0.01%             | 2035-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $5491.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.580000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     584086 | OU      | $994.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP CLO 2024-36 Ltd                                                              | CUSIP: 67570EAN8<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250971.83    | 0.02%             | 2037-10-16      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58018 | PA      | $57440.74     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43888 | PA      | $44375.65     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90240 | PA      | $90353.13     | 0.01%             | 2041-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $131.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        116 | NS      | $28801.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49650.03     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD/INR One-touch barrier option; Barrier price USD 97.00000                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |       4000 | OU      | $1652.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86321 | PA      | $72872.31     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99154.99     | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150394.24    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                  | CUSIP: 61750SAB8<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |      39748 | PA      | $17177.33     | 0.00%             | 2036-10-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100597.18    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74799.59     | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.191170 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4980000 | OU      | $39405.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 3.120390 16-APR-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1030000 | OU      | $-5603.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BKM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32707 | PA      | $32391.72     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      80000 | PA      | $86329.92     | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15033.18     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36970 | PA      | $29325.50     | 0.00%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                              | Elmwood CLO III Ltd                                                              | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $240209.15    | 0.02%             | 2037-07-18      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.978600 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     410000 | OU      | $15165.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     549000 | PA      | $332650.40    | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     510000 | PA      | $520745.93    | 0.04%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | ITRAXX.XO.45.V1 5YR RTP @ 337.5000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |    -116000 | OU      | $-268.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1107992 | PA      | $1095790.52   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51577.00     | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100312.50    | 0.01%             | 2041-10-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97261.51     | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      50000 | PA      | $50843.66     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101021.99    | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8000 | PA      | $8026.56      | 0.00%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196557.71    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $8103.35      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWAP/CDSWAP/SCDS: (AXP)                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      90000 | OU      | $-2263.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $11060.81     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2438600 | PA      | $1677299.56   | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GrubHub Holdings Inc                                                             | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56871 | PA      | $46585.30     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1650000 | PA      | $1722699.00   | 0.14%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                   | Palmer Square Loan Funding 2025-3 Ltd                                            | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249639.73    | 0.02%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     760000 | PA      | $577071.37    | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     125000 | PA      | $138439.76    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     507438 | PA      | $507835.75    | 0.04%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     120000 | PA      | $95756.36     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.388750 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     540000 | OU      | $8700.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     175000 | PA      | $103299.51    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     350000 | PA      | $316149.86    | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $61904.94     | 0.00%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | THAIOIL TRSRY CENTER                                                             | CUSIP: 000000000<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $195500.00    | 0.02%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |          1 | NC      | $-686.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      54000 | PA      | $52416.74     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122022.39    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.262730 16-SEP-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   19686619 | OU      | $-687592.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      40000 | PA      | $22898.01     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29820 | PA      | $29568.23     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99412.26     | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140BJTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62362 | PA      | $63939.72     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     115000 | PA      | $86374.90     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26199 | PA      | $25929.83     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1925000 | PA      | $1739793.94   | 0.14%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     175000 | PA      | $164811.13    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.104310 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     370000 | OU      | $17988.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.270000 05-DEC-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1032341 | OU      | $90.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     233000 | PA      | $230632.87    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $56738.58     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      75000 | PA      | $64371.26     | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     429301 | PA      | $429996.83    | 0.03%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.022600 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-5163.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.350000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15247559 | OU      | $11261.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $604.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143126.80    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103219.10    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98521.09     | 0.01%             | 2043-02-10      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     660973 | PA      | $606166.52    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46954.26     | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: HUF 6.285000 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10360320 | OU      | $465.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24686.65     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259000 | PA      | $258838.13    | 0.02%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51053.58     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      29000 | PA      | $30740.77     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $21973.25     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     550000 | PA      | $581910.93    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1444400 | PA      | $783192.04    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      95847 | PA      | $96594.75     | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18093.76     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Target Hospitality Corp                                                          | Target Hospitality Corp                                                          | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         20 | NS      | $290.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2026-NQM1                                                                   | CUSIP: 26846GAF4<br>LEI: 254900H3V169GPKPIM43 | Long             | ABS-MBS          | CORP              | US        |     137222 | PA      | $136290.36    | 0.01%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-602.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     129000 | PA      | $69262.45     | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $88504.36     | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29401.05     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160332 | PA      | $167172.44    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                         | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      16000 | PA      | $16380.00     | 0.00%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                               | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |      78000 | PA      | $78045.24     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     430000 | PA      | $421814.60    | 0.03%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     337000 | PA      | $334485.66    | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125774.21    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $515696.60    | 0.04%             | 2042-04-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     634370 | PA      | $535134.91    | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     550000 | PA      | $545756.26    | 0.04%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115009.57    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     165000 | PA      | $160071.12    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA NA                                                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     423327 | OU      | $6388.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      35483 | PA      | $35565.48     | 0.00%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.844000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $-7742.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust 2005-1                                            | CUSIP: 41161PLC5<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      22079 | PA      | $10503.10     | 0.00%             | 2035-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $22923.18     | 0.00%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     100000 | PA      | $61028.71     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     345000 | PA      | $345388.09    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5                 | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63000 | PA      | $62999.92     | 0.00%             | 2040-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |     184698 | PA      | $183788.84    | 0.01%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187000 | PA      | $187581.61    | 0.01%             | 2041-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $52243.50     | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                    | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |       7150 | PA      | $4213.75      | 0.00%             | 2036-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.723500 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1867000000 | OU      | $-8878.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      84601 | PA      | $22905.33     | 0.00%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76389.43     | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     155000 | PA      | $148906.28    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     518000 | PA      | $430223.09    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50319.30     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     340000 | PA      | $391578.83    | 0.03%             | 2033-08-17      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     252000 | PA      | $262543.08    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                                 | Flagstar Bank NA                                                                 | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       9056 | NS      | $126512.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     375000 | PA      | $440118.63    | 0.03%             | 2031-05-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     264819 | PA      | $252654.57    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAC5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    1005000 | PA      | $1383.41      | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $269934.37    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1912000 | PA      | $34984.64     | 0.00%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58282.55     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     547000 | PA      | $420063.22    | 0.03%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72209 | PA      | $66558.91     | 0.01%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60096.64     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49310.07     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO 44 Ltd                                               | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250251.03    | 0.02%             | 2039-01-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                 | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142000 | PA      | $142266.25    | 0.01%             | 2041-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | FSWP: OIS 9.540000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  195302831 | OU      | $3901.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178784.84    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317523 | PA      | $291615.91    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14476.44     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.412500 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     730000 | OU      | $9721.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200767.90    | 0.02%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176466.92    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $7.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                                           | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |     310000 | PA      | $310605.28    | 0.02%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2023-HQA1                                          | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |     590000 | PA      | $614275.02    | 0.05%             | 2043-05-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $197870.20    | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46204.77     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     131000 | PA      | $122777.19    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50243.64     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $530470.00    | 0.04%             | 2042-06-25      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Bank                                                                             | Bank 2019-BNK19                                                                  | CUSIP: 06540WBD4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $237149.33    | 0.02%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.227860 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $5875.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       3000 | PA      | $3221.10      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     250000 | PA      | $235294.53    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-1394.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $-1297.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42612 | PA      | $42637.98     | 0.00%             | 2041-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      70000 | PA      | $47598.60     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.800000 03-JAN-2028 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     692000 | OU      | $-60.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120468.68    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97580.64     | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $160090.25    | 0.01%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W44T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147267 | PA      | $141739.69    | 0.01%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9298.95      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93807.43     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                                          | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $123901.74    | 0.01%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     789822 | PA      | $724784.72    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-51250.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      47116 | PA      | $47085.16     | 0.00%             | 2037-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96084.14     | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      46000 | PA      | $47193.70     | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $726.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $110378.93    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101699.28    | 0.01%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |          1 | NC      | $-25.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      93000 | PA      | $92952.67     | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89186.63     | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      87000 | PA      | $90922.31     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4534.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798672 | PA      | $708525.48    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     321573 | PA      | $317841.08    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58187.22     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NPQZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24620 | PA      | $24352.65     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QM57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28346 | PA      | $26974.74     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 4.063000 07-APR-2028                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3961000 | OU      | $-129535.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51714.54     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49664 | PA      | $49232.61     | 0.00%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81029.69     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |     136510 | PA      | $137167.52    | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |     100000 | PA      | $118013.79    | 0.01%             | 2036-09-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48619.62     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     134310 | PA      | $138612.20    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       3000 | PA      | $3335.00      | 0.00%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     311000 | PA      | $207912.20    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                          | Sagard-Halseypoint Clo 10 Ltd                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501249.80    | 0.04%             | 2038-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                          | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129970.42    | 0.01%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97206.68     | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.795000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13000000 | OU      | $-7128.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                         | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |       -390 | NC      | $318006.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     813000 | PA      | $780670.55    | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |          1 | NC      | $-26.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 1Y RTR 4.800000 30-SEP-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    2060000 | OU      | $2501.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                     | AGL CLO 20 Ltd                                                                   | CUSIP: 00119CAN1<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250504.05    | 0.02%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | 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        |     240000 | PA      | $238061.14    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-8672.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 10Y RTP 4.103000 31-JAN-2028                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -2212000 | OU      | $-73809.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BSH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32641 | PA      | $32293.49     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71011 | PA      | $71752.73     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.034000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-1426.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     170000 | PA      | $172639.93    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     455000 | PA      | $455907.37    | 0.04%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     600000 | PA      | $11186.49     | 0.00%             | 2028-08-05      | Fixed         | 24.44%                | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     210000 | PA      | $172727.74    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55396 | PA      | $55098.75     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306982.44    | 0.02%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74564 | PA      | $77633.41     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      75000 | PA      | $65744.32     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     985000 | PA      | $976530.49    | 0.08%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C BRL P @5.350000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -309000 | OU      | $-1597.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     143000 | PA      | $149199.62    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                          | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7069.13      | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61740.18     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 10Y RTR 4.093000 28-APR-2028                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -1697000 | OU      | $-57862.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1076.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237000 | PA      | $237816.77    | 0.02%             | 2037-10-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000 | PA      | $45028.13     | 0.00%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $398.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     513000 | PA      | $496933.22    | 0.04%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.909000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $947.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      93000 | PA      | $93172.22     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120797 | PA      | $123557.01    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     415000 | PA      | $420008.93    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $478965.75    | 0.04%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $417.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116000 | PA      | $116835.14    | 0.01%             | 2042-06-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     241000 | PA      | $206444.60    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.905000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $2802.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | USD C CNH P @6.830000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | LU        |    -165000 | OU      | $-265.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     512000 | PA      | $487419.39    | 0.04%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $266.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     419000 | PA      | $383611.78    | 0.03%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $44507.48     | 0.00%             | 2031-02-15      | Fixed         | 9.75%                 | 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              | XX        |     166000 | PA      | $175078.04    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87440.45     | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     115000 | PA      | $128590.49    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $347.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $169566.72    | 0.01%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121871.03    | 0.01%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     154000 | PA      | $155426.99    | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     225000 | PA      | $140435.57    | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183323 | PA      | $183578.54    | 0.01%             | 2032-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     275000 | PA      | $271243.78    | 0.02%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                    | RFMSI Series 2007-SA4 Trust                                                      | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222906 | PA      | $133245.32    | 0.01%             | 2037-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104626.51    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     717900 | PA      | $632761.55    | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     127000 | PA      | $128287.02    | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     985000 | PA      | $938432.95    | 0.07%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                       | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250253.18    | 0.02%             | 2037-04-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD P MXN C @17.55000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -800000 | OU      | $-7526.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                               | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31000 | PA      | $33000.37     | 0.00%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38800.44     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2325000 | PA      | $2373373.25   | 0.19%             | 2040-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418701 | PA      | $414784.69    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO                                                                     | AGL Core CLO 2 Ltd                                                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250406.38    | 0.02%             | 2037-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2021-1                                             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273940 | PA      | $230413.23    | 0.02%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     560000 | PA      | $530788.05    | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     145000 | PA      | $125684.67    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75657.04     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.814020 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12000000 | OU      | $72678.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208105.03    | 0.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     683020 | PA      | $690529.20    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74983.20     | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93873.40     | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.432630 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     370000 | OU      | $4049.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385024 | PA      | $341345.76    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177142 | PA      | $179910.64    | 0.01%             | 2054-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     240000 | PA      | $10899.46     | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87332.10     | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50107 | PA      | $50872.58     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | EUR P BRL C @6.05 EO                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -100000 | OU      | $-3910.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     112000 | PA      | $119610.96    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26960000 | PA      | $27012656.12  | 2.14%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $179121.80    | 0.01%             | 2036-04-28      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      85000 | PA      | $61237.13     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17416 | PA      | $17881.89     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49550.49     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     837210 | PA      | $736211.37    | 0.06%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     530000 | PA      | $524681.76    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     815000 | PA      | $803409.66    | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19684.64     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      68000 | PA      | $56780.00     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 10Y RTR 3.707000 04-MAR-2027                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -1075000 | OU      | $-13556.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1519842 | PA      | $1235043.57   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     176000 | PA      | $175126.87    | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     188000 | PA      | $204121.45    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                             | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100043.97    | 0.01%             | 2039-10-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $209750.00    | 0.02%             | 2032-01-16      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37070.08     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25573.55     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90361.99     | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1950000 | PA      | $2001145.58   | 0.16%             | 2044-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     205485 | PA      | $203526.71    | 0.02%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.909000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-3176.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $13020.33     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust                    | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329402 | PA      | $300296.55    | 0.02%             | 2037-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102181.12    | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/INR One-touch barrier option; Barrier price USD 97.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      -4000 | OU      | $-1652.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78712.23     | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $28101.04     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     565666 | PA      | $587443.56    | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159265 | PA      | $69868.20     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                            | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      31900 | PA      | $18175.03     | 0.00%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWAP/CDSWAP/CDS: (ITRAXX.XO.44 20-35%)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      77000 | OU      | $11464.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W0P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     744331 | PA      | $749719.67    | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     170000 | PA      | $159384.46    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                                              | LCM 31 Ltd                                                                       | CUSIP: 50201QAL8<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250248.58    | 0.02%             | 2034-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      92492 | PA      | $84735.45     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8204100 | PA      | $394243.81    | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD P ZAR C @16.80000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      89000 | OU      | $1064.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     388000 | PA      | $397798.61    | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      95000 | PA      | $67384.23     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAE3<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     176000 | PA      | $179195.84    | 0.01%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                       | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.97     | 0.01%             | 2042-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51768.06     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.426000 23-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     520000 | OU      | $7333.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40286.57     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     695000 | PA      | $700262.54    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     197000 | PA      | $128181.47    | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      50000 | PA      | $50916.69     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25350.11     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     260000 | PA      | $253411.29    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     340000 | PA      | $350623.87    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/INR One-touch barrier option; Barrier price USD 94.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |       4000 | OU      | $621.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.112150 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     540000 | OU      | $25763.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21082.81     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346100 | PA      | $345322.57    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99256.46     | 0.01%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2122829.52   | 0.17%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17336.11     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60441 | PA      | $62851.13     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76645.18     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.096450 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     180000 | OU      | $8914.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      25000 | PA      | $25102.52     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                           | Banc of America Alternative Loan Trust 2006-7                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23952 | PA      | $5934.34      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-250.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                                            | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     250000 | PA      | $253536.88    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $140.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42090000 | PA      | $31330743.75  | 2.48%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      85000 | PA      | $61904.59     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 7.280000 30-OCT-2030 TII                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3586896 | OU      | $-4174.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45357.79     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71009.13     | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40844.80     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     970000 | PA      | $17968.23     | 0.00%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     224100 | PA      | $223373.43    | 0.02%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92814 | PA      | $93973.03     | 0.01%             | 2054-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     549191 | PA      | $552538.47    | 0.04%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     220000 | PA      | $201270.15    | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146000 | PA      | $144568.31    | 0.01%             | 2042-08-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39933 | PA      | $40067.10     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     340000 | PA      | $347156.66    | 0.03%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35192.75     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $489.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $140145.81    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102682.32    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87586.58     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.146000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $4683.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $26882.57     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                         | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     404000 | PA      | $398126.28    | 0.03%             | 2056-02-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      30000 | PA      | $17980.93     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     977000 | PA      | $18951.98     | 0.00%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 3.872000 08-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -2250000 | OU      | $-53326.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8111.19      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.994000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     274233 | OU      | $-222.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48563.33     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                     | TICP CLO VI 2016-2 Ltd                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |     243084 | PA      | $243154.49    | 0.02%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI OPTN JUN26P 6350                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -1 | NC      | $-1025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                          | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99968.75     | 0.01%             | 2039-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wealthfront Corp                                                                 | Wealthfront Corp                                                                 | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       1394 | NS      | $14678.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     760000 | PA      | $770684.75    | 0.06%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     300000 | PA      | $310782.00    | 0.02%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-421.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489414.80    | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152918.70    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     675000 | PA      | $602845.88    | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35465.94     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                          | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      77000 | PA      | $81299.37     | 0.01%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| FNA Trust                                                                        | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97347 | PA      | $96773.15     | 0.01%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1990156.24   | 0.16%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     811871 | PA      | $16463.90     | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     131000 | PA      | $118859.73    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      62000 | PA      | $56967.44     | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26556.61     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2023-7                                                  | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |     140163 | PA      | $139883.57    | 0.01%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.934000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-4791.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     104000 | PA      | $104800.38    | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     561000 | PA      | $158706.76    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     252000 | PA      | $273935.84    | 0.02%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.650000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2000000 | OU      | $382.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     101000 | PA      | $100672.43    | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187897.65    | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     520000 | PA      | $618763.43    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     190000 | PA      | $210266.65    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180564.87    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10191.54     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71677 | PA      | $72667.36     | 0.01%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     350000 | PA      | $346968.98    | 0.03%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149227.06    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     375000 | PA      | $407261.18    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.953000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-1529.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.884000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7000000 | OU      | $358.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     130000 | PA      | $97950.94     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                             | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44000 | PA      | $44054.94     | 0.00%             | 2042-08-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-798.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     270000 | PA      | $289859.68    | 0.02%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     178000 | PA      | $179264.55    | 0.01%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     468000 | PA      | $475890.63    | 0.04%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90119 | PA      | $90158.60     | 0.01%             | 2029-05-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                    | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50754.48     | 0.00%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     608000 | PA      | $614166.59    | 0.05%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: SEK 2.769000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14000000 | OU      | $8735.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $595.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     169000 | PA      | $181655.54    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $95314.74     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95813.48     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     913578 | PA      | $701352.63    | 0.06%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       1680 | NS      | $46704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49770.91     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $872.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142K3PF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117400 | PA      | $116028.72    | 0.01%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23043.06     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79493.84     | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      50000 | PA      | $55247.12     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39610.43     | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21235 | PA      | $21023.68     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57495.23     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAE8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $228881.30    | 0.02%             | 2049-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     290390 | PA      | $282164.96    | 0.02%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37202.50     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24921.54     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/INR One-touch barrier option; Barrier price USD 89.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      21000 | OU      | $0.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257400 | PA      | $246790.87    | 0.02%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     182000 | PA      | $207183.30    | 0.02%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1247242 | PA      | $1001225.89   | 0.08%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @3850.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |     129000 | OU      | $336.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60031.27     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500963.85    | 0.04%             | 2037-10-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96063.99     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34947.86     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OC10                                                 | CUSIP: 23245FAE3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     350510 | PA      | $328562.16    | 0.03%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     305000 | PA      | $287955.75    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     220000 | PA      | $275319.67    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                           | Argent Mortgage Loan Trust 2005-W1                                               | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138819 | PA      | $118016.90    | 0.01%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                                         | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39659.33     | 0.00%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8906 | PA      | $8907.91      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7145.12      | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     264000 | PA      | $269285.00    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.915000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $3204.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     725000 | PA      | $728934.52    | 0.06%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.415000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10150000 | OU      | $8256.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD P INR C @94.0000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |     -67000 | OU      | $-107.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     200000 | PA      | $97069.77     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34653 | PA      | $35616.21     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     791305 | PA      | $640104.19    | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2278942.69   | 0.18%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.610000 17-JUN-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   73557723 | OU      | $-3594.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100002.44    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.373800 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   58000000 | OU      | $46036.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     866889 | PA      | $816286.17    | 0.06%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      59000 | PA      | $61343.25     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      88000 | PA      | $90926.00     | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -26000 | PA      | $-23151.67    | -0.00%            | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      50000 | PA      | $35872.62     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $124222.85    | 0.01%             | 2043-03-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44633.97     | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     373000 | PA      | $371969.65    | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23300.26     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | EUR P HUF C @365.0000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |      67000 | OU      | $901.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $11685.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     250000 | PA      | $207866.98    | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130872 | PA      | $136968.92    | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $680.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     238000 | PA      | $237907.42    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD P INR C @92.5000 EO                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -300000 | OU      | $-246.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55050.07     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Equity One ABS Inc                                                               | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     288413 | PA      | $262082.04    | 0.02%             | 2033-12-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $88424.12     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82069.13     | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |     321000 | PA      | $319452.46    | 0.03%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     134000 | PA      | $134295.07    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9180000 | PA      | $7551006.89   | 0.60%             | 2056-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79749.37     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | Trestles CLO IX Ltd                                                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250632.58    | 0.02%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $190713.63    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.937840 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     485000 | OU      | $267.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32232.51     | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93169.76     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     125000 | PA      | $120312.50    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100821.99    | 0.01%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.300000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9100000 | OU      | $-35238.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8453.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $-189.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                    | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     103000 | PA      | $103305.23    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191285 | PA      | $161880.06    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62122 | PA      | $61510.08     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     313000 | PA      | $308252.42    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44306.56     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124270.64    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1805400 | PA      | $1841578.52   | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250414.75    | 0.02%             | 2038-07-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71541.82     | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97156.24     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29286.54     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237000 | PA      | $237148.13    | 0.02%             | 2042-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229230.78    | 0.02%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16746.67     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.611000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4050000 | OU      | $-1089.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55798 | PA      | $52982.22     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                             | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     255000 | PA      | $284915.20    | 0.02%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     570000 | PA      | $549815.47    | 0.04%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357440.26    | 0.03%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52971 | PA      | $52378.76     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      79000 | PA      | $79793.27     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33767.33     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     120000 | PA      | $123619.78    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $37699.00     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3860200 | PA      | $2117078.44   | 0.17%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAF3<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $147607.62    | 0.01%             | 2044-04-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1248402 | PA      | $1260668.02   | 0.10%             | 2055-02-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99673.49     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     150000 | PA      | $141199.76    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.880216 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     983811 | OU      | $2182.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM 2022-AFC1 Trust                                                            | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67791 | PA      | $67497.20     | 0.01%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20966.83     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     195000 | PA      | $184599.23    | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     640000 | PA      | $600032.00    | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      87000 | PA      | $84983.55     | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97027.30     | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $253325.06    | 0.02%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAX0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $178549.19    | 0.01%             | 2052-11-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HU        |          1 | NC      | $52.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      86000 | PA      | $89352.67     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $73.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237000 | PA      | $237148.13    | 0.02%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      28000 | PA      | $21942.63     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      38000 | PA      | $33588.65     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1087106.27   | 0.09%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46341.41     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     304000 | PA      | $304484.24    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      10000 | PA      | $10035.00     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     189722 | PA      | $169157.33    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     105000 | PA      | $112390.46    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 6.905000 11-SEP-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10608210 | OU      | $-702.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARUDA INDONESIA TBK PT                                                          | Garuda Indonesia Persero Tbk PT                                                  | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |     230908 | PA      | $195008.65    | 0.02%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-454.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40016.20     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                             | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |     231952 | PA      | $272220.35    | 0.02%             | 2031-08-17      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40403.77     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     145000 | PA      | $155042.42    | 0.01%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144000 | PA      | $144592.13    | 0.01%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     125503 | PA      | $123175.99    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     260000 | PA      | $238155.21    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457259 | PA      | $397887.66    | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      94000 | PA      | $92106.44     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54783.90     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63679 | PA      | $63696.86     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     123000 | PA      | $129099.57    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      75000 | PA      | $68203.53     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     309021 | PA      | $237106.11    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1804.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                         | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775DAC8<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     109000 | PA      | $86941.77     | 0.01%             | 2030-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-100.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226424.22    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $677.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      14000 | PA      | $3549.00      | 0.00%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $284714.77    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $12.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                                      | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99125.00     | 0.01%             | 2041-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176728.70    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97545.30     | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122667.92    | 0.01%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAD4<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |     267514 | PA      | $258242.54    | 0.02%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-1191.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     213200 | PA      | $204447.14    | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30613 | PA      | $31751.65     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.650000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     485534 | OU      | $0.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20669.18     | 0.00%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     460611 | PA      | $387963.50    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      95000 | PA      | $86678.48     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     509000 | PA      | $425308.07    | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     220000 | PA      | $182323.40    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73218 | PA      | $66610.43     | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     361322 | PA      | $358636.38    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     334000 | PA      | $246962.81    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                        | HIH Trust 2024-61P                                                               | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27461 | PA      | $27504.30     | 0.00%             | 2041-10-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25031 | PA      | $24763.24     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368799 | PA      | $359324.07    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.457000 22-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     580000 | OU      | $6217.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YAY1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $197465.10    | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19986.94     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24393.47     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                         | FS Trust 2026-HULA                                                               | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $129000.00    | 0.01%             | 2041-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $49937.50     | 0.00%             | 2041-06-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1030353 | PA      | $830427.21    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $191470.42    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31857.64     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     275000 | PA      | $175425.26    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | VCC 2025-MC1 Trust                                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70158 | PA      | $69846.58     | 0.01%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                     | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271000 | PA      | $278388.71    | 0.02%             | 2047-02-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     705400 | PA      | $597275.41    | 0.05%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     802000 | PA      | $801995.83    | 0.06%             | 2042-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: MYR 3.511000 17-SEP-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     655000 | OU      | $319.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     170000 | PA      | $189433.58    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99915.86     | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24682.60     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101745 | PA      | $104799.62    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     112000 | PA      | $115198.38    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $199.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.688000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $12835.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25039.24     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10152000 | PA      | $8694391.98   | 0.69%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 1Y RTR 4.800000 30-SEP-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    2050000 | OU      | $2489.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST5                                   | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99798.77     | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-5405.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      62000 | PA      | $48332.90     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     145000 | PA      | $149722.16    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.172500 11-APR-2028 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10450000 | OU      | $-629.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     329000 | PA      | $326609.98    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256692 | PA      | $256692.13    | 0.02%             | 2030-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.149500 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $10512.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303685 | PA      | $302473.47    | 0.02%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25133 | PA      | $25814.08     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179332.69    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     270000 | PA      | $272904.79    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| VERSANT MEDIA GROUP INC                                                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      94000 | PA      | $97596.86     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 17-R Ltd                                                      | CUSIP: 676920AC5<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249790.18    | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     683608 | PA      | $588719.71    | 0.05%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      86443 | PA      | $86398.93     | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | BARC 2026-CES1                                                                   | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279506 | PA      | $276790.69    | 0.02%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77813.80     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0ZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     589150 | PA      | $600523.75    | 0.05%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38504.94     | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding LXVII Ltd                                                   | CUSIP: 55821YAC0<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251074.10    | 0.02%             | 2037-04-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103348.45    | 0.01%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31075.80     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25200.43     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37796 | PA      | $37477.92     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     394853 | PA      | $403929.61    | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23844.63     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     167000 | PA      | $158656.31    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24341 | PA      | $24089.27     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     160000 | PA      | $163104.97    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25398.60     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $161275.95    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      61000 | PA      | $60565.44     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95137.71     | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAW1<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $206.89       | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-488.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2251397.48   | 0.18%             | 2029-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD P INR C @92.4000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     232000 | OU      | $515.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68896.85     | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197404 | PA      | $180018.67    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $69759.79     | 0.01%             | 2034-11-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     336000 | PA      | $337621.97    | 0.03%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      79000 | PA      | $81999.46     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.631500 09-SEP-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    2492000 | OU      | $16313.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $215036.60    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130225.68    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $210003.40    | 0.02%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1082848.27   | 0.09%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     166667 | PA      | $167083.34    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                              | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                      | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      15982 | PA      | $11347.13     | 0.00%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296267 | PA      | $266733.72    | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     290000 | PA      | $199587.56    | 0.02%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25088.60     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $386.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $232800.12    | 0.02%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24615.19     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $138.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     380000 | PA      | $314811.16    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4505487 | PA      | $3644877.80   | 0.29%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $143641.71    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $89902.44     | 0.01%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68818.12     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     215000 | PA      | $218785.35    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160851 | PA      | $139434.26    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125292 | PA      | $123094.19    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -55455484 | PA      | $-54628656.04 | -4.33%            | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     109000 | PA      | $111881.44    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      84000 | PA      | $86577.96     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51335.33     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     370000 | PA      | $369433.76    | 0.03%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     380000 | PA      | $384876.09    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39181.19     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104086 | PA      | $87853.41     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   14700000 | PA      | $3690.65      | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                  | GS Finance Corp                                                                  | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     292000 | PA      | $284134.69    | 0.02%             | 2031-02-17      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.555000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2634435897 | OU      | $-26143.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-23.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     323000 | PA      | $336132.61    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143986.69    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86324 | PA      | $86297.35     | 0.01%             | 2036-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     172000 | PA      | $175446.96    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34693.47     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                    | RFMSI Series 2006-SA4 Trust                                                      | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3570 | PA      | $3033.25      | 0.00%             | 2036-11-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18801.98     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                                   | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99500.42     | 0.01%             | 2043-03-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729525 | PA      | $667197.89    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410170 | PA      | $385044.24    | 0.03%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23065 | PA      | $23700.37     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1763321.18   | 0.14%             | 2041-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      73000 | PA      | $68467.59     | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     510000 | PA      | $305349.54    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33000 | PA      | $33024.49     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2953.69      | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     102000 | PA      | $111895.16    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners Mortgage Acceptance Corp. 1                                  | MAC Trust 2025-801B                                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99894.05     | 0.01%             | 2040-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45842.90     | 0.00%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $123.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23953 | PA      | $23618.42     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     572000 | PA      | $481530.15    | 0.04%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147449.37    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1036268 | PA      | $834145.87    | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1153039 | PA      | $1141564.21   | 0.09%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20454.13     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      88079 | PA      | $80223.89     | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     180000 | PA      | $134116.56    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     680000 | PA      | $693051.99    | 0.05%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197724.24    | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAN1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      34000 | PA      | $33737.57     | 0.00%             | 2040-08-10      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $9757.01      | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                              | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     400000 | PA      | $398280.00    | 0.03%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                         | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      21000 | PA      | $21803.80     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     415000 | PA      | $467285.52    | 0.04%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127342 | PA      | $107342.34    | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     291000 | PA      | $209056.94    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118540.46    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                 | Soundview Home Loan Trust 2005-OPT3                                              | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $21166.73     | 0.00%             | 2035-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 2Y RTP 3.800000 14-SEP-2026                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -7256000 | OU      | $-25959.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.530000 03-JAN-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     558140 | OU      | $-364.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      55000 | PA      | $60318.98     | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $112.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.862500 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5091771 | OU      | $8909.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     100000 | PA      | $96982.75     | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     185000 | PA      | $173655.79    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33029.80     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     908644 | PA      | $828619.08    | 0.07%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65918.31     | 0.01%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      60000 | PA      | $61368.01     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      87000 | PA      | $88420.28     | 0.01%             | 2031-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI OPTN JUN26P 6850                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $2887.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | FSWP: OIS 5.415000 17-JUN-2036 CLI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   40835000 | OU      | $-318.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56444 | PA      | $53600.36     | 0.00%             | 2046-08-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                     | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50653.80     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24892.57     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AUP8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      11327 | PA      | $8294.26      | 0.00%             | 2035-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $408127.85    | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     634358 | PA      | $627849.22    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8CV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     542499 | PA      | $444489.90    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     520181 | PA      | $482734.68    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $94.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $36121.53     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34941.56     | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     812000 | PA      | $211929.69    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.360000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   92058235 | OU      | $1977.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77880.66     | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R1                                            | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112112 | PA      | $108798.70    | 0.01%             | 2035-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22712 | PA      | $20241.80     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      47000 | PA      | $35720.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.597700 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   37000000 | OU      | $6525.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2172661 | PA      | $55141.95     | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       1000 | PA      | $631.00       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                          | OHA Credit Partners XI Ltd                                                       | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500000.00    | 0.04%             | 2037-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54038 | PA      | $53342.36     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50266.55     | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.428000 15-APR-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1444853 | OU      | $20936.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380365 | PA      | $389128.47    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552648 | PA      | $489564.95    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63637 | PA      | $61445.89     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     250000 | PA      | $238770.66    | 0.02%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-646.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $248.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | SWAP/CDSWAP/SCDS: (ARGENT)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       4000 | OU      | $-57.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73050.62     | 0.01%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63000 | PA      | $64527.01     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178439.45    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31426.72     | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59488.08     | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C76A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39184 | PA      | $38790.16     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      80000 | PA      | $60313.64     | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       8346 | PA      | $8025.79      | 0.00%             | 2035-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     380000 | PA      | $357786.48    | 0.03%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33406.79     | 0.00%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     185000 | PA      | $163674.41    | 0.01%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      50000 | PA      | $49382.26     | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     225000 | PA      | $226461.17    | 0.02%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (BRAZIL)                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     242167 | OU      | $2025.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100414.38    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2022-BNK41                                                                  | CUSIP: 06540MBH7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $142029.69    | 0.01%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39097 | PA      | $39033.63     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18695.69     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                                      | GLP Pte Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $157100.00    | 0.01%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      35000 | PA      | $17517.00     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     480000 | PA      | $333000.00    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.714000 17-DEC-2030 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10584000 | OU      | $-3650.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68732 | PA      | $69447.62     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     520000 | PA      | $530669.98    | 0.04%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $44951.15     | 0.00%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     449000 | PA      | $88706.46     | 0.01%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $356880.30    | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     442000 | PA      | $427597.07    | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111352.56    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                  | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      43936 | PA      | $43933.14     | 0.00%             | 2041-05-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     351704 | PA      | $314072.32    | 0.02%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9940.00      | 0.00%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-25.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     270000 | PA      | $280497.87    | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22062.50     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72338.49     | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24842.26     | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     192000 | PA      | $137729.69    | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     220000 | PA      | $225960.71    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164371 | PA      | $162613.85    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $806.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     210000 | PA      | $205430.86    | 0.02%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41367 | PA      | $43194.10     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     181000 | PA      | $186882.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     153000 | PA      | $158343.07    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101273.83    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     132000 | PA      | $133664.31    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      60000 | PA      | $58694.54     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     730000 | PA      | $645562.01    | 0.05%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      63000 | PA      | $62529.82     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $983730.00    | 0.08%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111073 | PA      | $108904.27    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     320000 | PA      | $288211.63    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1137435.81   | 0.09%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25766.34     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $318488.36    | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $303341.17    | 0.02%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115611.57    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LWCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98678 | PA      | $90661.48     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     105000 | PA      | $105527.94    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     235000 | PA      | $236394.82    | 0.02%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        480 | NC      | $-207472.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     283000 | PA      | $295813.43    | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 0.403000 16-SEP-2031 SAR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-94.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.840000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1749000000 | OU      | $-2066.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      75622 | PA      | $75985.24     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     180000 | PA      | $175698.24    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1559173.72   | 0.12%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25250.13     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | USD C ZAR P @17.50000 EO                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      22250 | OU      | $3.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     135000 | PA      | $122062.14    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2025-A                                           | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239000 | PA      | $237502.52    | 0.02%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.959000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $-7900.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | AOMT 2024-6                                                                      | CUSIP: 034944AC2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     252023 | PA      | $248730.42    | 0.02%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1369.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191930 | PA      | $193724.60    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                               | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     116000 | PA      | $125169.68    | 0.01%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5948000 | PA      | $6170868.29   | 0.49%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $137105.61    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145303.68    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71492.56     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ARDAGH GROUP SA                                                                  | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      86000 | PA      | $77176.40     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47460.02     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     297568 | PA      | $295290.00    | 0.02%             | 2057-03-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     184000 | PA      | $215455.96    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $203250.00    | 0.02%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      60000 | PA      | $42001.69     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135898 | PA      | $138043.46    | 0.01%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                      | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                            | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50830 | PA      | $50742.34     | 0.00%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                                         | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     116941 | PA      | $116882.04    | 0.01%             | 2032-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 10.780000 18-MAR-2028 IB                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  107477739 | OU      | $-722.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6065086 | PA      | $361909.86    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     948000 | PA      | $943119.71    | 0.07%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      40000 | PA      | $43269.72     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -12460000 | PA      | $-11984098.65 | -0.95%            | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      95000 | PA      | $49242.35     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68062.57     | 0.01%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $74492.18     | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134234.28    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                          | Blue Bridge Funding 2023-1 LLC                                                   | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45952 | PA      | $46209.88     | 0.00%             | 2030-11-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173682.40    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                         | TAV Havalimanlari Holding AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     220000 | PA      | $226600.00    | 0.02%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $282962.48    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.041040 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11380000 | OU      | $32632.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     389000 | PA      | $355829.39    | 0.03%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $18075.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148408.02    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.960500 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     375000 | OU      | $-468.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180680.51    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67172.88     | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     987000 | PA      | $1009500.18   | 0.08%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     250000 | PA      | $250662.03    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DK Trust 2025-LXP                                                                | DK Trust 2025-LXP                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18000 | PA      | $18011.25     | 0.00%             | 2037-08-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-715.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99875.33     | 0.01%             | 2040-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-26.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $1032733.13   | 0.08%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37691.42     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                                      | 2Y RTP 4.050000 04-OCT-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -26178377 | OU      | $-140386.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAL6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $295494.81    | 0.02%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     180000 | PA      | $149958.20    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     233000 | PA      | $230433.36    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $728.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92558.75     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     100000 | PA      | $90015.67     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     205000 | PA      | $203973.28    | 0.02%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |     447578 | PA      | $446395.46    | 0.04%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503540.58    | 0.04%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-617.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40806.28     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $32.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.180000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     401000 | OU      | $-1373.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85774.54     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64713.68     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     405000 | PA      | $346933.13    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90234.49     | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     476988 | PA      | $478587.92    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-8                                           | CUSIP: 12545AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89917 | PA      | $36574.41     | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     253000 | PA      | $252801.91    | 0.02%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501227.60    | 0.04%             | 2038-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256280.72    | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      57000 | PA      | $34859.10     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98258.90     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: KRW 3.516000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  594766000 | OU      | $-6613.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD P IDR C @16400.00 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     182000 | OU      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99735.19     | 0.01%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | ITRAXX.XO.45.V1 5YR RTP @ 300.0000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | KY        |      77000 | OU      | $477.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148662.53    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42258.08     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      87000 | PA      | $93428.78     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 2Y RTP 4.500000 16-DEC-2027                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -12046000 | OU      | $-43400.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124000 | PA      | $124001.31    | 0.01%             | 2035-06-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     440000 | PA      | $443536.20    | 0.04%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65507.71     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427GNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41954 | PA      | $43015.81     | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $7906.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                              | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FBG8<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |       7414 | PA      | $6364.91      | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.340000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $8967.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $51514.64     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                         | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     145283 | PA      | $147256.70    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100927.64    | 0.01%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549403 | PA      | $195154.16    | 0.02%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     190276 | PA      | $192305.01    | 0.02%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123000 | PA      | $126201.96    | 0.01%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     535533 | PA      | $488196.47    | 0.04%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57970 | PA      | $56409.57     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                                                 | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36700.04     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $-47.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |          1 | NC      | $-569.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C9DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53600 | PA      | $53000.10     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $443.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 10Y RTR 4.050000 30-MAR-2028                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    2147452 | OU      | $68963.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100320.81    | 0.01%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $298832.61    | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     310000 | PA      | $302218.45    | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      85000 | PA      | $92858.05     | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |      94000 | PA      | $77783.47     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78805.05     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 4.075000 07-APR-2028                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3961000 | OU      | $-131386.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                                | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       3295 | NS      | $243302.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93048.92     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      50000 | PA      | $52399.38     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3150000 | PA      | $3260250.00   | 0.26%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296171.79    | 0.02%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     170000 | PA      | $158189.25    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      44000 | PA      | $42839.22     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.965840 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     910000 | OU      | $-1920.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                          | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128238.88    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | Murphy Oil Corp                                                                  | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67516.44     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | SN               | CORP              | AU        |     170000 | PA      | $122464.97    | 0.01%             | 2056-04-28      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMQW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     780255 | PA      | $691214.87    | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                 | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBC1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251104.20    | 0.02%             | 2037-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      73000 | PA      | $21894.86     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.322000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   63000000 | OU      | $42438.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     195000 | PA      | $173303.22    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98873.82     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53157.36     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111649 | PA      | $112998.88    | 0.01%             | 2055-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                     | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     650000 | PA      | $649982.91    | 0.05%             | 2035-09-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1529666.76   | 0.12%             | 2056-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98701 | PA      | $98787.34     | 0.01%             | 2034-05-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73027.71     | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     253240 | PA      | $253398.28    | 0.02%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   28012685 | NS      | $28021088.44  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2023-2                                    | CUSIP: 92260AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68133 | PA      | $68544.27     | 0.01%             | 2053-05-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $39726.56     | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1288460.64   | 0.10%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XSAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     890876 | PA      | $905592.02    | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2023-X1                                        | CUSIP: 00834KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108703 | PA      | $109046.84    | 0.01%             | 2028-11-15      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94993.15     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50934.45     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     280000 | PA      | $269205.28    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2722.69      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | FSWP: OIS 9.540000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  354580556 | OU      | $-4003.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     387000 | PA      | $393330.72    | 0.03%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      45000 | PA      | $38899.81     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.258000 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $-1679.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49230.40     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     250000 | PA      | $268472.31    | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      79000 | PA      | $82356.39     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      64000 | PA      | $66171.52     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104706.20    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.561000 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $2126.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                                                | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |      13583 | NS      | $59221.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49879.67     | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      54000 | PA      | $61142.26     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109738.67    | 0.01%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     980000 | PA      | $976221.22    | 0.08%             | 2034-10-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        177 | NS      | $19753.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $6592.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         63 | NC      | $-49136.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $70437.64     | 0.01%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     585000 | PA      | $530322.98    | 0.04%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120000 | PA      | $116923.84    | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     410000 | PA      | $410007.52    | 0.03%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86152.15     | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     290000 | PA      | $243735.44    | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPBG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     408316 | PA      | $360961.72    | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  114745856 | NS      | $114745856.35 | 9.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8XH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     728859 | PA      | $668569.55    | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93082.98     | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     206000 | PA      | $215661.40    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273625.34    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90538.00     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NP4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41552 | PA      | $41149.01     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      62000 | PA      | $64062.67     | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                      | Visio 2022-1 Trust                                                               | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99627.66     | 0.01%             | 2057-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     205000 | PA      | $206823.69    | 0.02%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102265.35    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2025-2                                        | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     274000 | PA      | $271957.85    | 0.02%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31090 | PA      | $32312.05     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     304127 | PA      | $311823.59    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $291161.53    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-741.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200000 | PA      | $208472.77    | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     241000 | PA      | $243490.47    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | AUD C USD P @0.725000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -334109 | OU      | $-2737.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAD5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $122892.23    | 0.01%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |          1 | NC      | $252.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -15700 | OU      | $-5.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1193505 | PA      | $1220301.51   | 0.10%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172629 | PA      | $165632.47    | 0.01%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      21000 | PA      | $15841.43     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $621.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     313000 | PA      | $324477.30    | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $14666601.60  | 1.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2011.41      | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     330000 | PA      | $285599.33    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      48000 | PA      | $47645.20     | 0.00%             | 2041-08-10      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 8 Ltd                                                       | CUSIP: 25256JAA4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     460000 | PA      | $460972.62    | 0.04%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NLVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27363 | PA      | $27061.43     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $118044.17    | 0.01%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70302.52     | 0.01%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.847170 12-FEB-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     385000 | OU      | $7282.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $89032.90     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      20000 | PA      | $15534.86     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $75048.86     | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.385000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   42000000 | OU      | $34427.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260000 | PA      | $259837.50    | 0.02%             | 2034-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138458 | PA      | $136727.28    | 0.01%             | 2034-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C4FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33495 | PA      | $33079.21     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     180000 | PA      | $187219.10    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99636.87     | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $66.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      53000 | PA      | $54772.00     | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59489.11     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                                         | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | SN               | CORP              | AU        |     130000 | PA      | $92548.08     | 0.01%             | 2056-02-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     252900 | PA      | $234963.07    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.603000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11000000 | OU      | $2346.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $910183.14    | 0.07%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                        | LEX Trust 2026-450                                                               | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $321887.64    | 0.03%             | 2043-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250289.73    | 0.02%             | 2037-07-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211537.96    | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     451428 | PA      | $446376.63    | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2155991 | PA      | $2212463.25   | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $75048.86     | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $90362.75     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GTED4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     875248 | PA      | $922615.43    | 0.07%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102054.11    | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24140.89     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     495000 | PA      | $488416.44    | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46245.10     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2005-QO2 Trust                                                       | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     364619 | PA      | $314948.30    | 0.02%             | 2045-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87102.55     | 0.01%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97558 | PA      | $98498.75     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     305000 | PA      | $306438.33    | 0.02%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | AUD C USD P @0.685000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     166554 | OU      | $5999.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     105000 | PA      | $91924.39     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84201.93     | 0.01%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42994.32     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     303866 | PA      | $306088.40    | 0.02%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97148.81     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     267536 | PA      | $270035.00    | 0.02%             | 2068-11-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     246000 | PA      | $242445.10    | 0.02%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                                            | Harvest Commercial Capital Loan Trust 2024-1                                     | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489862 | PA      | $498296.37    | 0.04%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     316000 | PA      | $320796.37    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17676.61     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $743.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $249.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.800000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8984000 | OU      | $-24758.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     505000 | PA      | $504279.77    | 0.04%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     195000 | PA      | $222634.40    | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      30000 | PA      | $15786.69     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     207000 | PA      | $213960.38    | 0.02%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     395000 | PA      | $396151.88    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161718.20    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                                            | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $201008.00    | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24634.46     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD P ZAR C @16.30000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -800000 | OU      | $-1602.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | Sumisho Air Lease Corp                                                           | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49418.62     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345261.93    | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-63025.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67960.62     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      25000 | PA      | $24770.80     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.624000 17-JUN-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1121436 | OU      | $-136.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $3467.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108729 | PA      | $104634.02    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $26256.21     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LIMITED                                                         | Skeena Resources Ltd                                                             | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $78522.74     | 0.01%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24664.06     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| A10 Securitization                                                               | A10 2025-FL6 Issuer LLC                                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $139900.22    | 0.01%             | 2042-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     100000 | PA      | $103400.19    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1170000 | PA      | $1191818.98   | 0.09%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.962250 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     410000 | OU      | $15873.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.740700 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6257918 | OU      | $2543.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      29000 | PA      | $29536.48     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     247000 | PA      | $223434.68    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-29CB                                                 | CUSIP: 12667GUS0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       5875 | PA      | $3241.33      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     101000 | PA      | $84180.23     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |      -4000 | OU      | $-1.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.537000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   19000000 | OU      | $398197.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4LX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107038 | PA      | $106059.54    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     595000 | PA      | $473250.58    | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24943.26     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.612500 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   19500000 | OU      | $5450.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33352.23     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL72<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1620000.00   | 0.13%             | 2052-03-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75332.15     | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23961.52     | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      50000 | PA      | $49664.92     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      63000 | PA      | $67038.94     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                          | Century Communities Inc                                                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        691 | NS      | $38709.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     265000 | PA      | $236987.27    | 0.02%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1503724.35   | 0.12%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      67448 | PA      | $67560.83     | 0.01%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19803.60     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $187.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47229.44     | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MWPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60730 | PA      | $60125.58     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     502788 | PA      | $502800.78    | 0.04%             | 2037-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12666TAD8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     148404 | PA      | $144874.77    | 0.01%             | 2035-12-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     125000 | PA      | $89357.20     | 0.01%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      68000 | PA      | $61520.35     | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | EUR C HUF P @410.0000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      70000 | OU      | $20.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EMN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138260 | PA      | $133174.72    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $179050.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76833.84     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DK Trust 2025-LXP                                                                | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41000 | PA      | $41038.18     | 0.00%             | 2037-08-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKZB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     436238 | PA      | $401316.18    | 0.03%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     520000 | PA      | $507657.10    | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2504000 | PA      | $2229683.72   | 0.18%             | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                      | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |      45231 | PA      | $50402.40     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1548285.00   | 0.12%             | 2042-04-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $113.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1955625.00   | 0.16%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     155000 | PA      | $161629.20    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     936000 | PA      | $578638.12    | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175025 | PA      | $147627.63    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48546.57     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151189.37    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19724.34     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-352.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C INR P @92.8000 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     104000 | OU      | $2364.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     472000 | PA      | $471803.90    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99732.49     | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     331600 | PA      | $262754.14    | 0.02%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94565.78     | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | BYJ35QWV3 BR AIS                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -4368000 | OU      | $-137451.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1577000 | PA      | $1524576.55   | 0.12%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $182973.64    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                         | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      52000 | PA      | $54835.25     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $15879.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-1408.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52316.06     | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.620000 17-JUN-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   44311881 | OU      | $-2122.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                 | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      93000 | PA      | $94207.14     | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   13560000 | PA      | $212018.49    | 0.02%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     170000 | PA      | $202705.76    | 0.02%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131452 | PA      | $132672.60    | 0.01%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |      68000 | PA      | $61156.71     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $57747.10     | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     615000 | PA      | $533944.92    | 0.04%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $305916.15    | 0.02%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40604.92     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     255000 | PA      | $230807.82    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     424000 | PA      | $420946.15    | 0.03%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57917 | PA      | $57356.59     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                                    | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38000 | PA      | $37988.13     | 0.00%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C5ZE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24582 | PA      | $24267.60     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      90000 | PA      | $56266.18     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAE9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $25235.24     | 0.00%             | 2064-11-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $223502.96    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17820000 | PA      | $17821392.10  | 1.41%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8000 | PA      | $8050.31      | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42753 | PA      | $39596.36     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71296 | PA      | $70961.22     | 0.01%             | 2041-04-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAN3<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $401982.80    | 0.03%             | 2038-10-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.877300 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $10610.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59566.07     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72272 | PA      | $60856.91     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     165000 | PA      | $117833.66    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79544 | PA      | $84062.27     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96996 | PA      | $98386.62     | 0.01%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                          | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     215000 | PA      | $239106.23    | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     153000 | PA      | $148829.61    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $-156.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123253.74    | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     800156 | PA      | $647292.53    | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -40830000 | PA      | $-40182956.37 | -3.19%            | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $237400.20    | 0.02%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46915.56     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.009000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $-4535.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69724.65     | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $78.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Loan Trust 2016-A                                      | CUSIP: 63939NAD5<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     135477 | PA      | $133904.37    | 0.01%             | 2058-12-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                  | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     795000 | PA      | $793954.73    | 0.06%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     128000 | PA      | $111993.01    | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.330000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6000000 | OU      | $-9033.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100434.53    | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97534.10     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $97437.81     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54902 | PA      | $50802.95     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78413 | PA      | $78535.03     | 0.01%             | 2039-12-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |      55748 | PA      | $56077.87     | 0.00%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75726.44     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87833.33     | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $452.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      25000 | PA      | $24320.86     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $18572.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69039.77     | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $5868.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     135000 | PA      | $138907.80    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAG8<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     112000 | PA      | $111826.16    | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3654.87      | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 3.086900 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6000000 | OU      | $-5757.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | Citigroup Mortgage Loan Trust 2007-6                                             | CUSIP: 17312VAS7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      22182 | PA      | $21446.80     | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11257.98     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61830.19     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127013.28    | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     166000 | PA      | $170904.80    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      95000 | PA      | $102090.84    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     500000 | PA      | $487829.47    | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $631.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123847.90    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154997 | PA      | $153525.77    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $211710.50    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     106000 | PA      | $109548.76    | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.45.V1 5YR RTR @ 275.0000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | KY        |     -49000 | OU      | $-77.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                                             | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250394.58    | 0.02%             | 2037-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78309.11     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | TRSWAP: IBOXHY INDEX                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     280000 | OU      | $2813.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |          1 | NC      | $-1393.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47388.30     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39542.55     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51655.25     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.075640 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5310000 | OU      | $-19478.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226582.48    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     922458 | PA      | $788896.69    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59119.93     | 0.00%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                  | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250609.55    | 0.02%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | AUD P USD C @0.680000 EO                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -315000 | OU      | $-672.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382011 | PA      | $388394.06    | 0.03%             | 2055-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $75022.33     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110814.56    | 0.01%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                              | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49712.04     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     222000 | PA      | $193974.26    | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332000 | PA      | $1749.74      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23386.97     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.294300 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $3888.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100036.84    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  396900000 | PA      | $97936.72     | 0.01%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88322.96     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249021.27    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C CLP P @910.00 EO                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     -33000 | OU      | $-229.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $229163.41    | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      24000 | PA      | $17069.38     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139772.09    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock CLO 15 Ltd                                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |     420000 | PA      | $420937.36    | 0.03%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     476020 | PA      | $471283.08    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39792.98     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     172000 | PA      | $171158.21    | 0.01%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     305000 | PA      | $281088.73    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2227780 | OU      | $-248264.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC GLOBAL MEDIA INC                                                             | AMC Global Media Inc                                                             | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57927.50     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                        | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $306813.97    | 0.02%             | 2039-03-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $17661.29     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     995000 | PA      | $837609.19    | 0.07%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99290.47     | 0.01%             | 2042-10-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503713.63    | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380350 | PA      | $385866.62    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43977.92     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                     | Owl Rock CLO III Ltd                                                             | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249998.20    | 0.02%             | 2036-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69886.33     | 0.01%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-4675.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W1AL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408960 | PA      | $405135.06    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     327000 | PA      | $313756.00    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57593 | PA      | $60604.15     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74434.47     | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     310000 | PA      | $295415.08    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $518.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36206 | PA      | $37177.67     | 0.00%             | 2048-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                          | Perenti Finance Pty Ltd                                                          | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |      76000 | PA      | $78378.39     | 0.01%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33000 | PA      | $32934.75     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-294.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19774.45     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      39000 | PA      | $35539.77     | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     457000 | PA      | $456908.47    | 0.04%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44542.34     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19194.20     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103205.64    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     225000 | PA      | $183318.12    | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.535000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     909000 | OU      | $215.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     444000 | PA      | $461046.60    | 0.04%             | 2042-08-11      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.561000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $-3112.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P CLP C @890.00 EO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |     -79000 | OU      | $-679.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27245 | PA      | $27267.68     | 0.00%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAD9<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $765786.56    | 0.06%             | 2043-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJPM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412814 | PA      | $401537.61    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-884.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140721.98    | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      98859 | PA      | $89549.06     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93921.71     | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1375.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAF1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996608.20    | 0.08%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     510000 | PA      | $498048.20    | 0.04%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200757.24    | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $144600.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      80000 | PA      | $71241.12     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     553000 | PA      | $526913.13    | 0.04%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2019-C                                 | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       8055 | PA      | $7993.45      | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251930 | PA      | $112921.67    | 0.01%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     370299 | PA      | $379980.03    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218723.94    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330669 | PA      | $330875.83    | 0.03%             | 2041-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      15000 | PA      | $14885.22     | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     120723 | PA      | $122372.01    | 0.01%             | 2055-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                 | Soundview Home Loan Trust 2007-NS1                                               | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19160 | PA      | $20031.95     | 0.00%             | 2037-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.741000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1331536 | OU      | $-1795.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-IM1                            | CUSIP: 07387UFW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198692 | PA      | $200552.94    | 0.02%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         98 | NC      | $-118615.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      75000 | PA      | $80126.28     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     470000 | PA      | $361782.27    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA NA                                                               | USD C IDR P @17200.00 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -80000 | OU      | $-557.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OC7                                                  | CUSIP: 23243VAD2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     325223 | PA      | $302582.83    | 0.02%             | 2046-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49772.59     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427RNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126656 | PA      | $121902.62    | 0.01%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4588.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      15000 | PA      | $11550.00     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23388.22     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOS Trust 2026-LYRK                                                              | BOS Trust 2026-LYRK                                                              | CUSIP: 05595BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $44823.78     | 0.00%             | 2041-05-11      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $88809.93     | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     103000 | PA      | $77053.86     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76762.00     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MidOcean Credit CLO                                                              | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250480.75    | 0.02%             | 2038-07-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88920 | PA      | $89031.40     | 0.01%             | 2042-11-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  100000000 | PA      | $111298.99    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merit                                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249843.75    | 0.02%             | 2038-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61350.95     | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      33000 | PA      | $20623.12     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4334000 | PA      | $4526916.26   | 0.36%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTR 4.150000 24-APR-2028                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |    6444000 | OU      | $44645.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108926.61    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96659 | PA      | $89342.46     | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315820.91    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72124.32     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                           | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |     226000 | PA      | $241248.22    | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.066500 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     555556 | OU      | $1509.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.401000 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13000000 | OU      | $-1443.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2023-I1                                                                | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99615.89     | 0.01%             | 2058-04-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.507500 17-JUN-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2293000 | OU      | $-1019.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      39600 | PA      | $39794.04     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx USD Investment Grade Corporate Bond ETF                            | iShares iBoxx USD Investment Grade Corporate Bond ETF                            | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      52400 | NS      | $5703740.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| BMP Trust                                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $220275.00    | 0.02%             | 2041-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $25616.23     | 0.00%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: PLN 4.219000 17-JUN-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     631000 | OU      | $2734.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     305000 | PA      | $310783.92    | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PH        |          1 | NC      | $-1391.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90664 | PA      | $90720.60     | 0.01%             | 2040-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1235208 | PA      | $1040734.28   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25704.26     | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175122.99    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     540000 | PA      | $492810.05    | 0.04%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2251.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                 | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     445000 | PA      | $445776.17    | 0.04%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     175000 | PA      | $166471.26    | 0.01%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                | CUSIP: 795935AA3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |      86007 | PA      | $85992.50     | 0.01%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     925441 | PA      | $788448.46    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116413.55    | 0.01%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98609.41     | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99360.57     | 0.01%             | 2033-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $80601.38     | 0.01%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1                         | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536000 | PA      | $537398.37    | 0.04%             | 2068-09-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      46000 | PA      | $38705.04     | 0.00%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5500000 | PA      | $5338437.50   | 0.42%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.014000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $-18896.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     105000 | PA      | $99155.24     | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                          | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      94000 | PA      | $96388.73     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     439000 | PA      | $471845.98    | 0.04%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     680691 | PA      | $692978.88    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47012.42     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     207207 | PA      | $213428.15    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                          | TotalEnergies Capital USA LLC                                                    | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98966.23     | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.479500 26-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      50000 | OU      | $452.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        840 | PA      | $750.12       | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100079.34    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229090.38    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     160000 | PA      | $156177.23    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     381000 | PA      | $291405.64    | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      50000 | PA      | $50874.27     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49707.37     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     295000 | PA      | $251520.36    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35008.14     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     665000 | PA      | $668927.02    | 0.05%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140919 | PA      | $142673.49    | 0.01%             | 2055-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2007-A9                                   | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1093674 | PA      | $267786.61    | 0.02%             | 2037-09-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98888.55     | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $-402.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.602500 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1807000000 | OU      | $-15299.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBE5<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250275.50    | 0.02%             | 2037-07-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105926.91    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                            | KKR Clo 34 Ltd                                                                   | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250059.03    | 0.02%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101502.07    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co/The                                                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        129 | NS      | $13383.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $338313.58    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.765000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11000000 | OU      | $7164.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     425000 | PA      | $382072.52    | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142K3P93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118624 | PA      | $119758.47    | 0.01%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD/KRW One-touch barrier option; Barrier price USD 1,600.00000                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      20000 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      50000 | PA      | $48889.65     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.446000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13000000 | OU      | $-27839.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     156240 | PA      | $156396.24    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271462 | PA      | $274817.14    | 0.02%             | 2055-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 3.087400 16-APR-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1030000 | OU      | $-2154.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23638 | PA      | $24590.81     | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $70642.77     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      90100 | PA      | $90172.98     | 0.01%             | 2031-02-17      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      49000 | PA      | $46562.97     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     555000 | PA      | $544158.75    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      29000 | PA      | $27091.27     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17896.60     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23718.07     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R2                                            | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9165 | PA      | $8984.32      | 0.00%             | 2035-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $-905.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1593000 | PA      | $1558402.03   | 0.12%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20594.26     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $636875.52    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | BYJ1QPXK9 BR AIS SWAPTION 4.11 PUT USD 20280327                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    2147453 | OU      | $74958.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     466000 | PA      | $478434.62    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384920 | PA      | $341030.37    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                       | NMLT 2021-INV1 Trust                                                             | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540700 | PA      | $431713.10    | 0.03%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @4000.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -64500 | OU      | $-50.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.756000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2155000000 | OU      | $-8099.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     105000 | PA      | $95101.65     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71793.85     | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178500.00    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209107.84    | 0.02%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -10323000 | PA      | $-9921461.52  | -0.79%            | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17098 | PA      | $17680.66     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105710 | PA      | $105408.30    | 0.01%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.658000 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6727269 | OU      | $1331.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     566000 | PA      | $555955.28    | 0.04%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P THB C @32.0000 EO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -78000 | OU      | $-299.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2026-1                                             | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     728291 | PA      | $722565.32    | 0.06%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     575882 | PA      | $584927.28    | 0.05%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     304365 | PA      | $277512.04    | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84793.78     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      63000 | PA      | $62137.74     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180096.50    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126074.07    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     347903 | PA      | $292877.55    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Trust                                                                      | Quest Trust                                                                      | CUSIP: 03072SSY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     481833 | PA      | $441985.41    | 0.04%             | 2034-06-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43125.73     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1346251.18   | 0.11%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     650000 | PA      | $483681.25    | 0.04%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $1855.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     285000 | PA      | $273746.24    | 0.02%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     330000 | PA      | $268650.11    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD P BRL C @5.350000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -309000 | OU      | $-21641.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11635.53     | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9SS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489233 | PA      | $420811.29    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      55000 | PA      | $54456.45     | 0.00%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27774.03     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2000 | PA      | $1018.00      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                   | Golub Capital Partners Clo 44M Ltd                                               | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249991.05    | 0.02%             | 2038-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     166000 | PA      | $156195.78    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     710000 | PA      | $721535.26    | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                               | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75592.25     | 0.01%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                                | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      64000 | PA      | $69775.42     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $174754.17    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                         | Deere Funding Canada Corp                                                        | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     131000 | PA      | $129336.56    | 0.01%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock Clo 32 Ltd                                                             | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250249.83    | 0.02%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     278000 | PA      | $250787.80    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     330000 | PA      | $297814.45    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $60801.58     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      50000 | PA      | $49415.50     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     650000 | PA      | $652215.45    | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $251660.90    | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201045.79    | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23000 | PA      | $23028.61     | 0.00%             | 2041-10-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23318.67     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                             | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $76077.98     | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     250000 | PA      | $200479.33    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.862610 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9860000 | OU      | $33946.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2026-VLT9                                           | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144000 | PA      | $143730.00    | 0.01%             | 2045-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139976.27    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      27000 | PA      | $28122.96     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191000 | PA      | $191668.04    | 0.02%             | 2041-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $479249.04    | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $64339.78     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $563902.80    | 0.04%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 1Y RTR 1.100000 07-MAY-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  416890000 | OU      | $3.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     120000 | PA      | $112324.46    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290068 | PA      | $288091.72    | 0.02%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     227000 | PA      | $210291.64    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |      94000 | PA      | $91649.63     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-178.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73765.88     | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17874 | PA      | $17601.18     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-246.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111428.00    | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136000 | PA      | $135405.00    | 0.01%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     510000 | PA      | $509840.63    | 0.04%             | 2028-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10226.06     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198133.86    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 4.435000 17-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  166437371 | OU      | $1337.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $709.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $3456.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                             | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      52000 | PA      | $49699.25     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                 | Bain Capital Credit CLO 2024-2 Ltd                                               | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |     480000 | PA      | $480556.90    | 0.04%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16348 | PA      | $15564.51     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $351.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                 | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250103.23    | 0.02%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P IDR C @16400.00 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -182000 | OU      | $-0.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.426900 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     481800 | OU      | $5598.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |          1 | NC      | $-647.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $2.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | USD P HUF C @329.0000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |     121000 | OU      | $7272.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      35000 | PA      | $31184.17     | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      12100 | PA      | $7139.00      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249724.88    | 0.02%             | 2037-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93230.95     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228222.36    | 0.02%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31000 | PA      | $31485.77     | 0.00%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                                     | Navient Education Loan Trust 2026-A                                              | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99615.72     | 0.01%             | 2056-09-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     106000 | PA      | $105827.14    | 0.01%             | 2041-02-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     425000 | PA      | $428392.75    | 0.03%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106921 | PA      | $107431.40    | 0.01%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     319918 | PA      | $274294.05    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                                          | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $174645.51    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.396660 16-SEP-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     320000 | OU      | $-6616.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      77000 | PA      | $80469.70     | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66538.88     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: MYR 3.319000 18-MAR-2028 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1157000 | OU      | $421.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26459 | PA      | $26863.76     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20710.43     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3187373 | PA      | $2560573.40   | 0.20%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27822.57     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51287.90     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754UAC3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     625000 | PA      | $626171.88    | 0.05%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2021-NQM3 Trust                                                             | CUSIP: 36167HAF2<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $75459.46     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45634.75     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     313000 | PA      | $313388.78    | 0.02%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28361.67     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25688.45     | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NBP96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394020 | PA      | $390119.57    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3875.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24443.59     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115952.80    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49316.26     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93053.36     | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                    | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101493.14    | 0.01%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325742.15    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53563.40     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Series 2015-6R                                                              | CUSIP: 12650EBQ9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      19546 | PA      | $16549.73     | 0.00%             | 2036-03-27      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41336.44     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     103000 | PA      | $101809.69    | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1103000 | PA      | $1050693.67   | 0.08%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     450000 | PA      | $446116.50    | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     110000 | PA      | $98123.65     | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59374.12     | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84168.09     | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      67000 | PA      | $49332.57     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                         | FS 2026-ORL                                                                      | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $249921.88    | 0.02%             | 2041-02-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.970000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $311.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20806 | PA      | $20584.15     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |          1 | NC      | $319.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                           | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      14000 | PA      | $12978.00     | 0.00%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331672 | PA      | $328322.98    | 0.03%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     265000 | PA      | $260622.03    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $162275.86    | 0.01%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     145000 | PA      | $136947.03    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                                     | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100497.73    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17667 | PA      | $16820.04     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $154825.78    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76723.90     | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15728.40     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101346.14    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $619.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                                | Park Blue Clo 2025-IX Ltd                                                        | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |     620000 | PA      | $621549.81    | 0.05%             | 2038-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $60.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29510.74     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36275 | PA      | $36829.48     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                            | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $113480.07    | 0.01%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      95000 | PA      | $100770.21    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-449.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.508200 17-JUN-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8327724 | OU      | $-552.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     124000 | PA      | $125359.04    | 0.01%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |      18000 | PA      | $17892.14     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     495000 | PA      | $501609.12    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM Energy Co                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       1470 | NS      | $45614.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     275000 | PA      | $237258.78    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77203.10     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |     225981 | PA      | $227035.77    | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39000 | PA      | $38928.61     | 0.00%             | 2041-06-15      | Floating      | 7.04%                 | 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        |      20000 | PA      | $19969.02     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     489000 | PA      | $503975.13    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100827.26    | 0.01%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2023-NQM5                                                     | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |      89499 | PA      | $90216.60     | 0.01%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     160000 | PA      | $152999.47    | 0.01%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        131 | NC      | $-46617.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24350.70     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301663 | PA      | $286877.04    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3035700 | PA      | $2202068.31   | 0.17%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42917.78     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        750 | NS      | $54150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: ZAR 7.692500 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     120000 | OU      | $16.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.883000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1114154 | OU      | $1292.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |     129252 | PA      | $128687.48    | 0.01%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NLT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43008 | PA      | $42582.48     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 2Y RTP 3.850000 21-OCT-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |  -17541000 | OU      | $-65008.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $797.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63547.57     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52300.93     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     115000 | PA      | $93826.09     | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46899.29     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22403.19     | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAG6<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503384.55    | 0.04%             | 2065-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.725000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $2312.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158169.70    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     155000 | PA      | $163872.53    | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8054000 | PA      | $7746382.87   | 0.61%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMC GLOBAL MEDIA INC                                                             | AMC Global Media Inc                                                             | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92778.22     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     120000 | PA      | $97891.33     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                           | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62631 | PA      | $63780.01     | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Trust 2025-1535                                                             | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23000 | PA      | $23237.73     | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      31000 | PA      | $29760.41     | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20835.74     | 0.00%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24801.31     | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7105000 | PA      | $7243247.32   | 0.57%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.261000 16-SEP-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  192000000 | OU      | $-16132.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11749000 | PA      | $11831562.92  | 0.94%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100610.64    | 0.01%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $15676.63     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                        | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     165000 | PA      | $164775.34    | 0.01%             | 2043-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     289429 | PA      | $293908.90    | 0.02%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      70028 | PA      | $70425.81     | 0.01%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694S41<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     176830 | PA      | $160845.29    | 0.01%             | 2046-05-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     128000 | PA      | $87054.39     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                           | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112000 | PA      | $112069.45    | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.872000 08-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -2250000 | OU      | $-89446.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.550000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   75954321 | OU      | $-11850.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88545 | PA      | $88270.39     | 0.01%             | 2039-02-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     305000 | PA      | $281318.96    | 0.02%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42717.31     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24867.47     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25212.82     | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.788200 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $7445.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     120000 | PA      | $117670.81    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25123.89     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     250000 | PA      | $221706.77    | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     237710 | PA      | $219508.67    | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102231.16    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $8263.70      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C INR P @92.8000 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -104000 | OU      | $-2364.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161749.62    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.621120 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5915000 | OU      | $34100.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $65310.58     | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                                            | Bracelet Holdings Inc                                                            | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $143041.07    | 0.01%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $207138.10    | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $452113.43    | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228713.70    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                              | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    3700000 | PA      | $66942.26     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267592 | PA      | $274889.16    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27907.56     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.848590 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4835000 | OU      | $20292.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                  | Stream Innovations 2025-1 Issuer Trust                                           | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79935 | PA      | $79997.53     | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197494.75    | 0.02%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     340000 | PA      | $269863.32    | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34305.60     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      35000 | PA      | $22312.03     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1239200 | PA      | $761914.38    | 0.06%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      95000 | PA      | $92778.68     | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23254.51     | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                            | Venezuela Government International Bond                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      13000 | PA      | $6657.30      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     187000 | PA      | $180643.51    | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     123000 | PA      | $126191.97    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      93000 | PA      | $92726.83     | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35663.57     | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $396.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MNQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265706 | PA      | $243752.06    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37443.32     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-398.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3534.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40308.22     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                          | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68603.14     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47731.88     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      16000 | PA      | $17597.31     | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     570000 | PA      | $518284.83    | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     460000 | PA      | $466467.33    | 0.04%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.436000 17-JUN-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1027325 | OU      | $71.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | ITRAXX.XO.44.V1 5YR RTR @ 300.0000                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |    -569000 | OU      | $-12880.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27119.58     | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        400 | PA      | $316.61       | 0.00%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.894580 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4740000 | OU      | $8167.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50577.23     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352088.92    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   59000000 | PA      | $3639.19      | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $157417.87    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26798 | PA      | $17013.53     | 0.00%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41934.68     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99846.15     | 0.01%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities Trust 2005-2                                | CUSIP: 073877CH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $215723.91    | 0.02%             | 2035-06-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1227875.81   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     115000 | PA      | $109761.04    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1322.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-7.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     122552 | PA      | $124194.82    | 0.01%             | 2054-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99751.00     | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.210000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $8086.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35158.43     | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197851.99    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -192 | NC      | $125151.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24801.50     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     128000 | PA      | $125681.29    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46357.48     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2025-CES1                                   | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89884 | PA      | $89716.89     | 0.01%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     280000 | PA      | $287121.67    | 0.02%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $105463.70    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86607.30     | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $4154.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67965.90     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118000 | PA      | $118000.00    | 0.01%             | 2042-11-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3762.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                                   | PBF Energy Inc                                                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        604 | NS      | $26189.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121047 | PA      | $120756.15    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      48000 | PA      | $39972.22     | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     165000 | PA      | $164020.81    | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-102.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72564.31     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $4150.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.540000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1355787 | OU      | $348.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $4966.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57198 | PA      | $52886.52     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100926.88    | 0.01%             | 2039-12-15      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $4561.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD P INR C @92.5000 EO                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     300000 | OU      | $246.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-274.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $49509.02     | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49297.59     | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201031.18    | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      38000 | PA      | $34761.22     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     150000 | PA      | $168316.20    | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      70536 | PA      | $70771.73     | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      19000 | PA      | $20619.94     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      40000 | PA      | $40789.61     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     125509 | PA      | $125880.75    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76420.82     | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99791.91     | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     137000 | PA      | $140408.65    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |     111222 | PA      | $111838.31    | 0.01%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.420000 17-JUN-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3540000 | OU      | $-43.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                         | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23149.87     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-49.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108689 | PA      | $104380.40    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                                         | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |     231472 | PA      | $231472.00    | 0.02%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     125000 | PA      | $133358.67    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.776000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $1178.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | Sumisho Air Lease Corp                                                           | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99733.03     | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     370000 | PA      | $281569.92    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1087872 | PA      | $1015993.79   | 0.08%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      45000 | PA      | $31639.97     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $105928.47    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23461.61     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD P THB C @32.0000 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |      78000 | OU      | $299.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $28.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3407.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2007-S5                                      | CUSIP: 161631AK2<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     524461 | PA      | $216899.41    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     270000 | PA      | $194160.36    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                                                    | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $71652.96     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.395000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11500000 | OU      | $9916.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust 2025-A                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15447 | PA      | $15216.90     | 0.00%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $95.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     290000 | PA      | $209116.36    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     426000 | PA      | $384179.79    | 0.03%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49535.94     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     230000 | PA      | $241932.74    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     165000 | PA      | $144569.33    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572903 | PA      | $556366.97    | 0.04%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     223000 | PA      | $234317.25    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     175000 | PA      | $158280.19    | 0.01%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110250.07    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 10.595000 18-MAR-2030 IB                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   59447897 | OU      | $678.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     186000 | PA      | $192485.23    | 0.02%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                          | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     289690 | PA      | $286068.70    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49524.33     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49764.59     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                                                          | Core Scientific Finance I LLC                                                    | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $104737.94    | 0.01%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust 2024-PMDW                                                              | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10128.86     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     100000 | PA      | $86557.40     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                              | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98937.50     | 0.01%             | 2036-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock CLO 22 Ltd                                                             | CUSIP: 05877GAJ2<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251291.48    | 0.02%             | 2037-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1050088 | PA      | $1062659.40   | 0.08%             | 2055-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50472 | PA      | $50509.18     | 0.00%             | 2051-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24372.76     | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     183779 | PA      | $190586.74    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104750.10    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20232.60     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-3922.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122560 | PA      | $123738.38    | 0.01%             | 2055-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $24732.93     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.187090 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1120000 | OU      | $-5239.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson                                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |     110000 | PA      | $151490.03    | 0.01%             | 2031-08-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84172.03     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2026-DSC1                                    | CUSIP: 36276BAA4<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-MBS          | CORP              | US        |     488962 | PA      | $483714.65    | 0.04%             | 2066-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.674000 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1000000 | OU      | $3395.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.864000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     131000 | OU      | $157.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280768.84    | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     355000 | PA      | $321656.42    | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $222.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $700465.57    | 0.06%             | 2039-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43115.89     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -229000 | PA      | $-206967.69   | -0.02%            | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-8                                           | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140147 | PA      | $56124.24     | 0.00%             | 2038-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15802.54     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11696 | PA      | $11350.80     | 0.00%             | 2037-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                                           | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      39000 | PA      | $9886.50      | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     145000 | PA      | $138887.47    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87927.95     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     256760 | PA      | $267351.44    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198083 | PA      | $200685.17    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $678.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      46000 | PA      | $36238.53     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.665000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   23000000 | OU      | $-19545.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2026-NQM1                                               | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29776.99     | 0.00%             | 2066-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutual Asset-Backed Certificates WMABS Series 2007-HE1 Trust          | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5537 | PA      | $1726.35      | 0.00%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     647000 | PA      | $581513.18    | 0.05%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                                                | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -11 | NC      | $4011.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3407775.72   | 0.27%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                                 | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      13373 | PA      | $13373.28     | 0.00%             | 2032-10-13      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     775000 | PA      | $797996.44    | 0.06%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62966.46     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030454<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -6000 | PA      | $-5713.34     | -0.00%            | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204225.51    | 0.02%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24035.95     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.725400 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7000000 | OU      | $75764.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      67200 | PA      | $3870.27      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.837000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1767826 | OU      | $-7230.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42554.80     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     450000 | PA      | $314994.61    | 0.02%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204691.16    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    2255000 | PA      | $2507157.26   | 0.20%             | 2033-08-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $-1299.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1205526.89   | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77441.50     | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52700.62     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $60116.23     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     115000 | PA      | $104006.47    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      16000 | PA      | $11936.00     | 0.00%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     445000 | PA      | $244979.71    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     171000 | PA      | $168590.83    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | ams-OSRAM AG                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      63000 | PA      | $67271.09     | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99424.75     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99750.00     | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43014 | PA      | $45097.84     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23858 | PA      | $23880.13     | 0.00%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71627.06     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1111.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30796.96     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.029760 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1738276 | OU      | $53494.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.562500 16-SEP-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  152152985 | OU      | $-11527.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     150000 | PA      | $154335.71    | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6278 | PA      | $6277.74      | 0.00%             | 2034-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $76814.15     | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24250.85     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.873000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-4523.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     100000 | PA      | $60161.29     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CART                                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $198265.52    | 0.02%             | 2041-08-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                              | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |      60000 | PA      | $56678.89     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     109000 | PA      | $94874.66     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.110000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5000000 | OU      | $910.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97165.07     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118897.72    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | EUR P USD C @1.150000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     214000 | OU      | $13.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65633.91     | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     373714 | PA      | $108035.59    | 0.01%             | 2047-02-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBA3<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250956.75    | 0.02%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     380000 | PA      | $384804.80    | 0.03%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143159.46    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |      85248 | PA      | $85068.92     | 0.01%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     287000 | PA      | $287269.50    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2550000 | PA      | $2574848.73   | 0.20%             | 2041-10-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4146.04      | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY KENTUCKY INC                                                         | DUKE ENERGY KENTUCKY INC                                                         | CUSIP: 000000000<br>LEI: 8DFCA0P2BKMHOESX4E68 | Long             | DBT              | CORP              | US        |     235000 | PA      | $237937.50    | 0.02%             | 2035-09-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43039.78     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UKG INC                                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48665.67     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                     | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24986.32     | 0.00%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     435000 | PA      | $403551.89    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101711 | PA      | $104018.66    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      51000 | PA      | $53526.79     | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        147 | NC      | $-329859.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0GT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212786 | PA      | $202580.31    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      50000 | PA      | $51450.97     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                              | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      14463 | PA      | $14083.35     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $601125.00    | 0.05%             | 2039-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     470000 | PA      | $465844.75    | 0.04%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NG7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33683 | PA      | $33355.99     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10615 | PA      | $10106.12     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAE8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $301208.16    | 0.02%             | 2037-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        137 | PA      | $137.14       | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-110.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                              | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      57000 | PA      | $55140.30     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.735000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4679000 | OU      | $153.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     525493 | PA      | $429857.68    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-101.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                         | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $29223.99     | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $122330.91    | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370072 | PA      | $367547.38    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |          1 | NC      | $-284.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50502.23     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301297.75    | 0.02%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       2000 | PA      | $1998.28      | 0.00%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39869.30     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2415000.00   | 0.19%             | 2051-01-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       2000 | PA      | $1737.50      | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     789000 | PA      | $813495.45    | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      90000 | PA      | $81198.13     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      40000 | PA      | $33028.18     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-6 Trust   | CUSIP: 93935GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316554 | PA      | $123770.33    | 0.01%             | 2036-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      75000 | PA      | $72090.53     | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.616000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   21000000 | OU      | $6381.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49645.77     | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.814000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6894000 | OU      | $18013.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     451000 | PA      | $428840.14    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $2951.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     505121 | PA      | $478412.34    | 0.04%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151ABK5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     281238 | PA      | $134801.97    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25891.87     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $10453.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acres PLC                                                                        | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     538000 | PA      | $538815.23    | 0.04%             | 2040-08-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83314.31     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49527.02     | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     140000 | PA      | $128600.64    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     310000 | PA      | $251067.71    | 0.02%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50716.24     | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-421.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      50000 | PA      | $31004.79     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521688 | PA      | $427839.95    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022451<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -10000 | PA      | $-9409.02     | -0.00%            | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     170469 | PA      | $170170.86    | 0.01%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $219230.10    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBT4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1973209.47   | 0.16%             | 2040-02-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.239200 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $10409.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.891200 28-JAN-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1545000 | OU      | $22098.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | CUROTC-DISAGG IDR                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      80000 | OU      | $557.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81444.01     | 0.01%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     764000 | PA      | $639948.20    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26465 | PA      | $27177.02     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     143000 | PA      | $143828.05    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                    | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     182000 | PA      | $177984.72    | 0.01%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     195000 | PA      | $196374.14    | 0.02%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                             | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47255.45     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247000 | PA      | $243789.15    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     103000 | PA      | $106235.25    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.415000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2000000 | OU      | $-2527.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         25 | NC      | $-18100.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20141.45     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |          1 | NC      | $-5481.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-4970.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C8NJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40678 | PA      | $40276.61     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427PZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     834690 | PA      | $826126.33    | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237655 | PA      | $226255.75    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                                    | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252000 | PA      | $254465.19    | 0.02%             | 2042-07-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20254.82     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223590 | PA      | $232286.86    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14894900 | PA      | $15420294.36  | 1.22%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                         | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524063 | PA      | $519594.54    | 0.04%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489000 | PA      | $485039.05    | 0.04%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65448.27     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $572336.13    | 0.05%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     400000 | PA      | $327644.86    | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.307680 16-SEP-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   85533898 | OU      | $656462.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100572 | PA      | $103248.04    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     379000 | PA      | $381885.98    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-165.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     366000 | PA      | $369491.34    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       4000 | PA      | $4520.01      | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $56137.95     | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25279.99     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                                            | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $201750.00    | 0.02%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167271 | PA      | $165502.85    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     200000 | PA      | $230704.47    | 0.02%             | 2082-03-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45095.39     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4442.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     372204 | PA      | $313694.12    | 0.02%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     139000 | PA      | $91239.48     | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                              | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    4725000 | PA      | $87935.06     | 0.01%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250596.60    | 0.02%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63971 | PA      | $64469.70     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142J6CY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25174 | PA      | $25686.56     | 0.00%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30474.17     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1514401 | PA      | $1274917.75   | 0.10%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-11                                          | CUSIP: 12544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525082 | PA      | $216253.72    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -58000 | PA      | $-46382.50    | -0.00%            | 2056-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74980.65     | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-341.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59002 | PA      | $58846.60     | 0.00%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     116000 | PA      | $106338.07    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2024.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     280000 | PA      | $199788.40    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62149.28     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171000 | PA      | $171768.51    | 0.01%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198611.00    | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152466.07    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      89000 | PA      | $88744.04     | 0.01%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $367981.16    | 0.03%             | 2065-05-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     710000 | PA      | $714722.54    | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26630 | PA      | $26363.43     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $123013.94    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249682.59    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $161.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2181.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     939801 | PA      | $18438.38     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      91000 | PA      | $63627.18     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.020000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     526000 | OU      | $-2452.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     125075 | PA      | $124763.66    | 0.01%             | 2065-06-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      67000 | PA      | $68154.75     | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99387 | PA      | $100025.27    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      75000 | PA      | $76193.50     | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      32000 | PA      | $31823.87     | 0.00%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     140000 | PA      | $151516.01    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                    | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250339.13    | 0.02%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48938.39     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1825000 | PA      | $1866628.25   | 0.15%             | 2042-01-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-11CB                                                 | CUSIP: 12668BWE9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     894632 | PA      | $440128.81    | 0.03%             | 2036-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242459.73    | 0.02%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     155000 | PA      | $145232.17    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363871 | PA      | $362811.37    | 0.03%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865991 | PA      | $879494.55    | 0.07%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $51003.19     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38310.19     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                 | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     205000 | PA      | $200396.05    | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250376.63    | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79830.85     | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.762000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $3294.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                      | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     270000 | PA      | $220921.24    | 0.02%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201227.99    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA2 Trust | CUSIP: 93935QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184733 | PA      | $162605.65    | 0.01%             | 2047-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.675000 07-APR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1779000 | OU      | $-732.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1910423.90   | 0.15%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     254000 | PA      | $250812.07    | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W3DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149852 | PA      | $148360.65    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                                 | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      19000 | PA      | $20335.89     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.420000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   91788246 | OU      | $1925.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     470000 | PA      | $472062.62    | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69024.44     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441082 | PA      | $443821.26    | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63386.69     | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $43662.08     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100984 | PA      | $102528.36    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.600500 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7000000 | OU      | $1371.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-2                                       | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     545000 | PA      | $553131.40    | 0.04%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |     103312 | PA      | $102782.03    | 0.01%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94747.23     | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44261.54     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $16819.59     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C KRW P @1600.00 EO                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     410000 | OU      | $0.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59993.08     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                    | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50755.18     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     154000 | PA      | $154548.26    | 0.01%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105546.50    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |          1 | NC      | $7702.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                       | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108000 | PA      | $107865.54    | 0.01%             | 2036-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.320000 05-NOV-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     670800 | OU      | $-728.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     315000 | PA      | $314822.84    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     150000 | PA      | $153830.98    | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     207000 | PA      | $212469.68    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393000 | PA      | $394319.22    | 0.03%             | 2033-06-10      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $10080.08     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     307392 | PA      | $284341.90    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252479.87    | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       2650 | PA      | $2528.10      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99266.72     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     123000 | PA      | $125653.60    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $81536.77     | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40290.11     | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0QC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20848 | PA      | $20649.74     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.646000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   53000000 | OU      | $27186.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     250000 | PA      | $295704.65    | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKSE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443652 | PA      | $452267.32    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      21000 | PA      | $20378.20     | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156068.11    | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     243000 | PA      | $47908.50     | 0.00%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13486000 | PA      | $11804194.93  | 0.94%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK37                                                                  | CUSIP: 06540LBA4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $308057.02    | 0.02%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1754406.68   | 0.14%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.280000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   21000000 | OU      | $23999.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     218000 | PA      | $223662.43    | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92065.19     | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     190000 | PA      | $144256.13    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      37000 | PA      | $37013.01     | 0.00%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                             | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $230237.21    | 0.02%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52492.00     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                            | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     150000 | PA      | $185686.10    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.026900 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-5394.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $902070.96    | 0.07%             | 2033-10-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99170 | PA      | $87606.87     | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8761.91      | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2690000 | PA      | $2723248.40   | 0.22%             | 2041-12-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28439.42     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      64000 | PA      | $62305.12     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.814900 12-FEB-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     385000 | OU      | $8550.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1615287 | PA      | $1363107.62   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5148100 | PA      | $295012.41    | 0.02%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     276000 | PA      | $276000.00    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     145000 | PA      | $129017.47    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 5Y RTR 3.860000 05-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -1278000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     690000 | PA      | $684126.44    | 0.05%             | 2040-03-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19717.92     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138200.57    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     415568 | PA      | $420075.80    | 0.03%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust 2026-LPFX                                          | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100578.13    | 0.01%             | 2043-05-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     129406 | PA      | $128627.25    | 0.01%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 2Y RTP 4.300000 20-SEP-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -22933000 | OU      | $-90246.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     251000 | PA      | $253311.49    | 0.02%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42520.06     | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79008.75     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAD7<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     109390 | PA      | $108723.57    | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172000 | PA      | $172000.00    | 0.01%             | 2029-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24826.75     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $282109.92    | 0.02%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      81000 | PA      | $82033.88     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      26000 | PA      | $24985.36     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82141.74     | 0.01%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9400.00      | 0.00%             | 2038-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MTZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     808986 | PA      | $801668.33    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256852.48    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: —       |
| EQT Trust 2024-EXTR                                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     346332 | PA      | $351072.80    | 0.03%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3072.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.550000 07-JUL-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1182000 | OU      | $13484.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $19.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     141000 | PA      | $131129.32    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91267.22     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118716 | PA      | $117534.88    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     374000 | PA      | $383360.04    | 0.03%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     676000 | PA      | $656302.24    | 0.05%             | 2037-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $595655.23    | 0.05%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     100000 | PA      | $94638.66     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                    | First Horizon Alternative Mortgage Securities Trust 2006-AA7                     | CUSIP: 32052CAA1<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |     436951 | PA      | $336530.06    | 0.03%             | 2037-01-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-144.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50535.95     | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75379.89     | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     149000 | PA      | $156209.07    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XXVII Ltd                                            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250433.68    | 0.02%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76807.43     | 0.01%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     555829 | PA      | $468728.75    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     115000 | PA      | $105527.81    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44785.84     | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88000 | PA      | $88000.00     | 0.01%             | 2039-06-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XTA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150194 | PA      | $141570.32    | 0.01%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     150000 | PA      | $89623.25     | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.520000 17-JUN-2029 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3540000 | OU      | $44.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        709 | NC      | $-543679.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45686 | PA      | $45386.00     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |     392500 | PA      | $392853.41    | 0.03%             | 2070-01-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |     205997 | PA      | $204120.72    | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     540000 | PA      | $516803.23    | 0.04%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      56000 | PA      | $65298.58     | 0.01%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |     232283 | PA      | $233506.59    | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C COP P @3920.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      10500 | OU      | $25.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                          | Dryden 104 CLO Ltd                                                               | CUSIP: 26253BAN4<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250277.43    | 0.02%             | 2034-08-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48254 | PA      | $44310.24     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.566300 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-42.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1146587.03   | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27049.65     | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      26000 | PA      | $26017.66     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92398.67     | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3121400 | PA      | $2303495.66   | 0.18%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     139000 | PA      | $127968.22    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     191000 | PA      | $196083.01    | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337212 | PA      | $317911.69    | 0.03%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     164191 | PA      | $163566.14    | 0.01%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5824400 | PA      | $5004206.19   | 0.40%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $7252.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $228036.11    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutual Asset-Backed Certificates WMABS Series 2007-HE1 Trust          | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49125 | PA      | $15375.16     | 0.00%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     120000 | PA      | $110631.49    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $69314.24     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140U7FF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46781 | PA      | $45025.28     | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78257.16     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 2Y RTP 3.200000 20-OCT-2026                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -6842000 | OU      | $-25959.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |      50000 | PA      | $31431.61     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.272980 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4410000 | OU      | $14138.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $679.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40053.16     | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     943400 | PA      | $745986.18    | 0.06%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                         | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          7 | NC      | $-3617.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  306000000 | PA      | $17438.99     | 0.00%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     130000 | PA      | $104138.09    | 0.01%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $-3041.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40251.16     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.540000 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15000000 | OU      | $2836.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $21.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.188600 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4435000 | OU      | $36361.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | FSWP: OIS 9.540000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  180004317 | OU      | $3595.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      54000 | PA      | $51751.64     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      94000 | PA      | $94820.57     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 2Y RTP 4.000000 08-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -7992870 | OU      | $-48617.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37731.67     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.827500 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   68000000 | OU      | $-32163.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      93000 | PA      | $95896.98     | 0.01%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24602.23     | 0.00%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $6464.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152921.13    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37481.33     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                                 | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77296.88     | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52405.22     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152972.66    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.863500 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4201873 | OU      | $-13709.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      85000 | PA      | $88609.11     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      48000 | PA      | $50764.49     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.238000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     334000 | OU      | $-1343.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1004000 | PA      | $996117.88    | 0.08%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $208780.51    | 0.02%             | 2029-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2023-I2                                                                | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $113931.61    | 0.01%             | 2067-12-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.919700 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1000000 | OU      | $-259.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     546000 | PA      | $526792.15    | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |     166291 | PA      | $225549.98    | 0.02%             | 2035-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      25000 | PA      | $20412.92     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        809 | NS      | $13445.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      48000 | PA      | $48121.97     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     270000 | PA      | $261600.42    | 0.02%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: SEK 2.983300 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   27000000 | OU      | $-11973.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NL3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31932 | PA      | $31610.85     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1181000 | PA      | $232839.25    | 0.02%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128130.27    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24960.18     | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 4.135180 16-SEP-2056 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1580000 | OU      | $-22391.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50008.96     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust 2025-B                                            | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $208976.38    | 0.02%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81985.90     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103845.40    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 3067000000 | PA      | $170980.13    | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47323.03     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: BRL 13.398750 03-JAN-2028 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3370000 | OU      | $-4266.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254972 | PA      | $255681.68    | 0.02%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84344.13     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $161955.52    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SoFi Personal Loan Trust                                                         | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19720 | PA      | $19735.69     | 0.00%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     210000 | PA      | $194942.51    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45386.68     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     220000 | PA      | $132424.21    | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     291000 | PA      | $266970.32    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108389.62    | 0.01%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD P COP C @3600.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -64500 | OU      | $-465.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500609.84    | 0.04%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.334000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   14500000 | OU      | $14660.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                                              | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83142 | PA      | $82530.13     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    7746181 | PA      | $440244.19    | 0.03%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C ZAR P @17.50000 EO                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     182000 | OU      | $230.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      90000 | PA      | $81307.31     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| One New York Plaza Trust 2020-1NYP                                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105718 | PA      | $102744.44    | 0.01%             | 2036-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-178.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     419000 | PA      | $235540.20    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/CNH One-touch barrier option; Barrier price USD 6.65000                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      11000 | OU      | $493.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      77000 | PA      | $69925.67     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     490000 | PA      | $500432.29    | 0.04%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWAP/CDSWAP/SCDS: (D)                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      87000 | OU      | $-2289.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                          | Sagard-Halseypoint Clo 8 Ltd                                                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |    1110000 | PA      | $1112235.43   | 0.09%             | 2038-01-30      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMC GLOBAL MEDIA INC                                                             | AMC Global Media Inc                                                             | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      49000 | PA      | $43030.71     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17658.81     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     162000 | PA      | $158582.81    | 0.01%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                          | India Clean Energy Holdings                                                      | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $393137.52    | 0.03%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     250000 | PA      | $252386.74    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     401000 | PA      | $403148.56    | 0.03%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.939000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $-9246.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     829000 | PA      | $46927.27     | 0.00%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                          | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |      26000 | PA      | $22108.20     | 0.00%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197142.24    | 0.02%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     272000 | PA      | $274356.98    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-6854.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     430000 | PA      | $410882.08    | 0.03%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19724.87     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $8915.26      | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2241000 | PA      | $2245464.50   | 0.18%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ7D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148833 | PA      | $151555.46    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-MBS          | CORP              | IE        |      91292 | PA      | $106770.64    | 0.01%             | 2037-06-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49823.65     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40511.54     | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $199144.21    | 0.02%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |          1 | NC      | $-449.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250675.45    | 0.02%             | 2038-01-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      80000 | PA      | $51886.53     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.662000 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1000000 | OU      | $3933.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96783.35     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     100000 | PA      | $114899.58    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                 | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |      50000 | PA      | $46706.45     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110018 | PA      | $106001.30    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81771.29     | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     155000 | PA      | $126059.89    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30410.69     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427RG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114668 | PA      | $119720.15    | 0.01%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19889.54     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19662.61     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.695000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     182035 | OU      | $214.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52709.23     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.663500 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   39000000 | OU      | $6047.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     201000 | PA      | $184157.76    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                                                     | Morgan Stanley Resecuritization Trust 2015-R2                                    | CUSIP: 61690HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301454 | PA      | $276344.44    | 0.02%             | 2046-12-27      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Vistance Networks Inc                                                            | Vistance Networks Inc                                                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       1747 | NS      | $22352.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.000000 17-DEC-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     500000 | OU      | $-7.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100056.35    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1812000 | PA      | $1704914.61   | 0.14%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     237000 | PA      | $213912.07    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      67000 | PA      | $67314.08     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25262.74     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41764.19     | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118988.09    | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-31                                                   | CUSIP: 12667GYX5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     377971 | PA      | $367825.30    | 0.03%             | 2035-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     838908 | PA      | $860566.04    | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26190.76     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85936.52     | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     654000 | PA      | $553651.01    | 0.04%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     325000 | PA      | $303316.34    | 0.02%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     514408 | PA      | $451426.48    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1801.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     118000 | PA      | $78202.59     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      90000 | PA      | $79226.58     | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118610 | PA      | $120097.13    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                                 | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135141 | PA      | $127769.06    | 0.01%             | 2034-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     145000 | PA      | $126697.92    | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38272.21     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $224654.26    | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     241000 | PA      | $248411.47    | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      31000 | PA      | $31813.75     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.943700 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   37000000 | OU      | $-9109.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43523.77     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     325000 | PA      | $326772.73    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                         | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22885.90     | 0.00%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     150000 | PA      | $118951.77    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1350601 | PA      | $1111693.66   | 0.09%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25742.63     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     116000 | PA      | $92362.59     | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     835991 | PA      | $705865.33    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DN5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     741647 | PA      | $701260.28    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     268000 | PA      | $217201.39    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                         | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      31000 | PA      | $32491.16     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.245000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5000000 | OU      | $-11025.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     334000 | PA      | $310621.22    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     148000 | PA      | $151557.78    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GWJM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1792848 | PA      | $1735851.64   | 0.14%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                   | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |      50000 | PA      | $53336.41     | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33138.24     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5740105 | PA      | $331165.21    | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     719000 | PA      | $734110.23    | 0.06%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     180925 | PA      | $161266.80    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      96000 | PA      | $101286.89    | 0.01%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-59993.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $236523.35    | 0.02%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3151000 | PA      | $-2758046.73  | -0.22%            | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19341.25     | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18818.11     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NNZ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45765 | PA      | $45239.42     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BUVY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     489995 | PA      | $485169.04    | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50143.57     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42361.33     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23527.29     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77365.54     | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 0.401520 16-SEP-2031 SAR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-190.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     175000 | PA      | $143005.07    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      57000 | PA      | $54850.25     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2017-CH2                                                  | CUSIP: 81746JCH8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     111626 | PA      | $109093.22    | 0.01%             | 2047-12-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       5000 | PA      | $4942.97      | 0.00%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     180000 | PA      | $113061.81    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.235000 15-APR-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     620000 | OU      | $6868.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1194900000 | PA      | $261551.96    | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100357.66    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     165000 | PA      | $164690.65    | 0.01%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $1565.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158703 | PA      | $136070.53    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221334 | PA      | $229513.51    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91762.33     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                         | OZLM XIX Ltd                                                                     | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251418.25    | 0.02%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     174000 | PA      | $182016.95    | 0.01%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MW2Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26090 | PA      | $25775.95     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     354000 | PA      | $360614.85    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67158.55     | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      95000 | PA      | $85354.43     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79172 | PA      | $70785.15     | 0.01%             | 2047-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142887 | PA      | $146528.18    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                        | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132076.74    | 0.01%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      92390 | PA      | $92970.24     | 0.01%             | 2056-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136875.59    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.478000 14-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1090000 | OU      | $10353.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.702000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12000000 | OU      | $11492.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $212110.06    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     121000 | PA      | $127987.75    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                         | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      27000 | PA      | $28545.33     | 0.00%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     335000 | PA      | $246539.94    | 0.02%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22800.68     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9962.22      | 0.00%             | 2036-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |          1 | NC      | $-426.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C INR P @94.0000 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -52000 | OU      | $-661.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.737500 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   41000000 | OU      | $1879.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     335000 | PA      | $325541.20    | 0.03%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     177000 | PA      | $116920.95    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204000 | PA      | $204282.68    | 0.02%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      10000 | PA      | $8971.72      | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25282.72     | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197229.76    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114000 | PA      | $116005.29    | 0.01%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $2596.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     117000 | PA      | $93069.88     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1024000 | PA      | $968719.99    | 0.08%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99587.14     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84400.49     | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     957929 | PA      | $808379.94    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                              | Mastr Asset Backed Securities Trust 2007-NCW                                     | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159011 | PA      | $144163.29    | 0.01%             | 2037-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.652000 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   86580000 | OU      | $14895.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.420000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   99589279 | OU      | $2089.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.370000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30504882 | OU      | $23944.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147204 | PA      | $148522.11    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     315000 | PA      | $86421.87     | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51296.65     | 0.00%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                                    | PLS Group Ltd                                                                    | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |      35000 | PA      | $35827.11     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100028.03    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-200.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $555234.79    | 0.04%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-MBS          | CORP              | IE        |      90388 | PA      | $105646.56    | 0.01%             | 2037-06-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2220558 | PA      | $2248199.86   | 0.18%             | 2042-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45881 | PA      | $45433.43     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      49000 | PA      | $45532.67     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25463.73     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301566 | PA      | $287262.06    | 0.02%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $321752.21    | 0.03%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     160000 | PA      | $161153.82    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42499.69     | 0.00%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                                                       | RESURGENT TRADE + INVT LTD                                                       | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |     330000 | PA      | $330825.00    | 0.03%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.432500 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      30000 | OU      | $328.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1160000 | PA      | $47967.06     | 0.00%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99931.30     | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      45000 | PA      | $48408.71     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                              | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14565.41     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| The Huntington National Bank                                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136745 | PA      | $137118.23    | 0.01%             | 2032-05-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36652.04     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                     | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250297.65    | 0.02%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24263.62     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      95000 | PA      | $85084.16     | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95363.95     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245000 | PA      | $244694.58    | 0.02%             | 2042-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NEZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61571 | PA      | $60958.45     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                          | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250556.60    | 0.02%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      40000 | PA      | $39497.09     | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.617860 17-JUN-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5324495 | OU      | $-698.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122493.56    | 0.01%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.715000 16-SEP-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $1589.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46083.67     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2005-QA6 Trust                                                       | CUSIP: 76110H6C8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917962 | PA      | $419266.81    | 0.03%             | 2035-05-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -190000 | PA      | $-151979.77   | -0.01%            | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      58000 | PA      | $55052.57     | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     126000 | PA      | $126198.71    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     385000 | PA      | $362708.41    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     285348 | PA      | $284695.43    | 0.02%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |      91271 | PA      | $91135.41     | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1350000 | PA      | $64468.73     | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250563.15    | 0.02%             | 2037-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $174800.02    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      24000 | PA      | $19395.36     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356431.86    | 0.03%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24853.43     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      26000 | PA      | $19085.75     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137000 | PA      | $136589.56    | 0.01%             | 2039-11-09      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.783000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3650000 | OU      | $-10692.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $44947.25     | 0.00%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C BRL P @5.100000 EO                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     108000 | OU      | $1436.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |     136397 | PA      | $185048.49    | 0.01%             | 2035-05-17      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71296 | PA      | $71340.72     | 0.01%             | 2041-04-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      40000 | PA      | $22780.95     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15752.42     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182352 | PA      | $181016.35    | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49709.74     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36566.26     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     430000 | PA      | $435447.50    | 0.03%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $212250.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.900000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6894000 | OU      | $-11964.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     520000 | PA      | $78449.42     | 0.01%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.670000 17-JUN-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  147110000 | OU      | $-711.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4776000 | PA      | $4378847.08   | 0.35%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $220424.11    | 0.02%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204000 | PA      | $204302.59    | 0.02%             | 2034-03-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36660.70     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     104000 | PA      | $107125.00    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                        | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30573.42     | 0.00%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 10Y RTP 4.030000 16-DEC-2027                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -1940000 | OU      | $-67076.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                   | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24727.78     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | BYJ1QPXL7 BR AIS SWAPTION 4.11 CALL USD 2028032                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    2147453 | OU      | $74024.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                       | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     109000 | PA      | $109162.08    | 0.01%             | 2042-10-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187909 | PA      | $144160.67    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 30Y RTR 3.250000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -4337000 | OU      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     362000 | PA      | $95666.90     | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     290000 | PA      | $79990.81     | 0.01%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57519.43     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                           | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     160000 | PA      | $138745.35    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $41413.82     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      88000 | PA      | $99425.96     | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48775.19     | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     239000 | PA      | $241137.03    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84648.75     | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      37000 | PA      | $27017.33     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      27000 | PA      | $18616.50     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.705850 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   43976500 | OU      | $83221.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107176.48    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      23000 | PA      | $18201.40     | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     452000 | PA      | $451890.80    | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     188000 | PA      | $181358.76    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31891.67     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     160000 | PA      | $166848.66    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $170.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     206000 | PA      | $205767.84    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     500000 | PA      | $532812.50    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199840.24    | 0.02%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1039536 | PA      | $1065082.28   | 0.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88998.60     | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2551200 | PA      | $1597091.05   | 0.13%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.628000 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3000000 | OU      | $16370.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31547.66     | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    2110000 | PA      | $2124987.75   | 0.17%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $39879.21     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock Clo 32 Ltd                                                             | CUSIP: 058944AG4<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250285.03    | 0.02%             | 2039-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     125000 | PA      | $108932.27    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     493000 | PA      | $433776.79    | 0.03%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                                          | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     148000 | PA      | $154521.47    | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                         | Atlanticus Holdings Corp                                                         | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $79204.14     | 0.01%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                               | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59388.34     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     590000 | PA      | $624175.22    | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     315000 | PA      | $317070.92    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                         | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      49000 | PA      | $47908.89     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                                         | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $228428.10    | 0.02%             | 2036-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40369.19     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1063280.00   | 0.08%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11094 | PA      | $10558.05     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $408775.87    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA Corp                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        754 | NS      | $30710.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     425000 | PA      | $436570.68    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92330.02     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51824.30     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD C KRW P @1600.00 EO                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -410000 | OU      | $-0.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.638000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     164531 | OU      | $106.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                                            | Silver Point CLO 13 Ltd                                                          | CUSIP: 82809RAA9<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250600.63    | 0.02%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     824849 | PA      | $830588.34    | 0.07%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77169.43     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1085821 | PA      | $1099371.63   | 0.09%             | 2054-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     172000 | PA      | $130369.39    | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      57000 | PA      | $46735.86     | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485163 | PA      | $448714.61    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17244 | PA      | $13902.86     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2006-S2                                      | CUSIP: 16163BAR5<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     396183 | PA      | $141423.41    | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31663.29     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $116380.44    | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250519.28    | 0.02%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60929.57     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13217.30     | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     100000 | PA      | $94542.86     | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     365000 | PA      | $340207.83    | 0.03%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49408.04     | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     141000 | PA      | $131322.95    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     100000 | PA      | $98346.54     | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270076 | PA      | $110308.79    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     843809 | PA      | $851277.78    | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     285000 | PA      | $297423.75    | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.725000 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  122000000 | OU      | $7843.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $249089.56    | 0.02%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55077.10     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     220000 | PA      | $226721.22    | 0.02%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355350 | PA      | $356880.74    | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93849 | PA      | $86948.53     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1038453 | PA      | $854761.57    | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     554000 | PA      | $98308.34     | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     110000 | PA      | $88299.20     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     285000 | PA      | $287458.67    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     345000 | PA      | $373864.02    | 0.03%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $211776.70    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $-2296.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.612000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   19500000 | OU      | $5382.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     116000 | PA      | $103003.02    | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      98000 | PA      | $102445.44    | 0.01%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76786.02     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.082650 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2630000 | OU      | $-7799.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     214000 | PA      | $167883.13    | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20239.27     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC 2025 Term Loan B                             | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |     142497 | PA      | $141546.95    | 0.01%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.045000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     444444 | OU      | $850.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    1337640 | OU      | $-3296.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167544 | PA      | $177417.14    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     195000 | PA      | $194604.57    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-51.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27436.36     | 0.00%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     160000 | PA      | $121925.84    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27999 | PA      | $28974.99     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101357.77    | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD C ZAR P @16.74000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -487000 | OU      | $-1620.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |          1 | NC      | $-818.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151183 | PA      | $152973.53    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139618.86    | 0.01%             | 2033-06-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37760.32     | 0.00%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | Moog Inc                                                                         | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38033.90     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94286 | PA      | $94639.93     | 0.01%             | 2042-08-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25315.81     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      70000 | PA      | $76979.32     | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |          1 | NC      | $-778.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     514000 | PA      | $500381.97    | 0.04%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 2Y RTP 3.400000 14-OCT-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -5567000 | OU      | $-15058.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                   | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     590000 | PA      | $581914.17    | 0.05%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47000 | PA      | $47029.38     | 0.00%             | 2041-11-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     204000 | PA      | $210013.51    | 0.02%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | WELLS FARGO COMMERCIAL MORTGAG                                                   | CUSIP: 95004AAC7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $11138.77     | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     121000 | PA      | $123789.44    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     232901 | PA      | $239132.31    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 5.490000 18-JUN-2036 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9785479 | OU      | $3.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     205000 | PA      | $209406.00    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $536.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          9 | NC      | $2201.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32000 | PA      | $33010.22     | 0.00%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      85000 | PA      | $79055.68     | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65017.83     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82710 | PA      | $82865.68     | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO STOXX 50 JUN26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -2 | NC      | $-8348.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.411000 16-SEP-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $-14965.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |      78000 | PA      | $78341.75     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     405000 | PA      | $401990.74    | 0.03%             | 2056-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR FUTR OPTN  JUN26C 108.5 EXP 05/22/2026                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          2 | NC      | $218.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24839.31     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4258200 | PA      | $3133270.04   | 0.25%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     211000 | PA      | $176900.44    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     427000 | PA      | $427061.36    | 0.03%             | 2042-08-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      77000 | PA      | $76407.25     | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     722678 | PA      | $635704.18    | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88137.74     | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      80000 | PA      | $67971.24     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2176.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      80000 | PA      | $78215.79     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34275.91     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                             | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27259.76     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | Seadrill Finance Ltd                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      21000 | PA      | $22014.75     | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                    | Methanex Corp                                                                    | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |        792 | NS      | $51907.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73000 | PA      | $75056.12     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.315000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3900000 | OU      | $-14408.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      55000 | PA      | $62498.12     | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36633 | PA      | $36226.58     | 0.00%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121203 | PA      | $119846.39    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39422 | PA      | $38981.49     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |          1 | NC      | $-47.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -33 | NC      | $66509.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-423.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES IBOXX USD INVESTMENT G                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -114 | NC      | $-1959.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-HE7                            | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49175 | PA      | $48443.78     | 0.00%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $-4078.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset-Backed Certificates Trust 2006-14                                    | CUSIP: 23243LAE2<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      21963 | PA      | $23592.00     | 0.00%             | 2037-02-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      64000 | PA      | $55901.35     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36234.57     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44297.14     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.130340 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     110000 | OU      | $892.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-145.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72731.93     | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53002.88     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $351703.11    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879000 | PA      | $837004.29    | 0.07%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-244.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $509137.11    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAQ9<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250518.80    | 0.02%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72410 | PA      | $73300.42     | 0.01%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92047 | PA      | $93040.44     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     326000 | PA      | $371251.59    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     180000 | PA      | $111139.21    | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     110000 | PA      | $111915.38    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24881.13     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $70043.75     | 0.01%             | 2041-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6148.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500776.60    | 0.04%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $616353.91    | 0.05%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     138725 | PA      | $139561.92    | 0.01%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                        | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30276.26     | 0.00%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $714.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     445000 | PA      | $436076.50    | 0.03%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48799.86     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     991568 | PA      | $837541.31    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     376870 | PA      | $344690.25    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $4609.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     810000 | PA      | $814628.99    | 0.06%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     110000 | PA      | $103050.19    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42441.98     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24723.47     | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| HARROW INC                                                                       | Harrow Inc                                                                       | CUSIP: 415858AC3<br>LEI: 529900AP4LIRLNV8A089 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44506.72     | 0.00%             | 2030-09-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7014977 | PA      | $6647152.66   | 0.53%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                                         | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     143000 | PA      | $218432.50    | 0.02%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     136000 | PA      | $135941.49    | 0.01%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 5.029000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $1903.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40455.16     | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.643500 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $4459.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      75000 | PA      | $79118.85     | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7023600 | PA      | $7183551.53   | 0.57%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     230000 | PA      | $229613.04    | 0.02%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020455<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -49000 | PA      | $-44925.36    | -0.00%            | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     178388 | PA      | $153105.57    | 0.01%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     475000 | PA      | $474908.11    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $115605.08    | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                     | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $246150.00    | 0.02%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      40000 | PA      | $39578.57     | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2026-CES1                                               | CUSIP: 46660BAB5<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |      33253 | PA      | $32963.82     | 0.00%             | 2056-06-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR FUTR OPTN JUN26P 107                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.621000 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1000000 | OU      | $5770.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     735000 | PA      | $487522.60    | 0.04%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39472 | PA      | $40848.06     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145011.00    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35637.62     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     252147 | PA      | $231146.12    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14946.04     | 0.00%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2006-A14CB                                | CUSIP: 76114BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340127 | PA      | $226383.08    | 0.02%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44743 | PA      | $11248.13     | 0.00%             | 2036-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35911.58     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $335097.79    | 0.03%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85405.36     | 0.01%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NDLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45136 | PA      | $44533.39     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       3000 | PA      | $3260.34      | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.622000 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   24000000 | OU      | $8297.01      | 0.00%             |  |  |  | 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        |      66000 | PA      | $42138.12     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                     | AGL Core CLO 38 Ltd                                                              | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250380.00    | 0.02%             | 2038-01-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      50000 | PA      | $33816.80     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     954000 | PA      | $982787.30    | 0.08%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      89000 | PA      | $86556.79     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25183.81     | 0.00%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      41000 | PA      | $41889.99     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      66408 | PA      | $66299.74     | 0.01%             | 2062-04-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19701.32     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23649.36     | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2612000 | PA      | $47932.01     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                       | UNIV Trust 2025-APTS                                                             | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124000 | PA      | $123691.49    | 0.01%             | 2042-11-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5425 | PA      | $2353.02      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2070857 | PA      | $2082939.83   | 0.17%             | 2039-06-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-783.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -28000 | PA      | $-29049.14    | -0.00%            | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |     232228 | PA      | $233346.40    | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89388.67     | 0.01%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195480.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     261000 | PA      | $255710.55    | 0.02%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311726 | PA      | $239236.35    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                                              | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140211.81    | 0.01%             | 2041-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     600000 | PA      | $414000.00    | 0.03%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     100000 | PA      | $102294.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      70000 | PA      | $69691.34     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $149726.07    | 0.01%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     120000 | PA      | $114396.29    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAC7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249880.03    | 0.02%             | 2037-07-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.570500 30-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1800000 | OU      | $2377.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $212279.60    | 0.02%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $375.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      44000 | PA      | $32777.13     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24671.74     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     894025 | PA      | $766604.61    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      16400 | PA      | $16672.91     | 0.00%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104757.50    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51638.97     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118377.83    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |    2350000 | PA      | $2579434.26   | 0.20%             | 2050-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                                | Fondo de Titulizacion Santander Consumo 9                                        | CUSIP: 000000000<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |     180000 | PA      | $211488.16    | 0.02%             | 2040-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.650000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -485534 | OU      | $-0.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     253203 | PA      | $89932.72     | 0.01%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      86000 | PA      | $84732.44     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11790000 | PA      | $11786776.14  | 0.93%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $252.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      23000 | PA      | $5830.50      | 0.00%             | 2024-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94135 | PA      | $94803.04     | 0.01%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | EUR P HUF C @365.0000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |    -100500 | OU      | $-798.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148735.41    | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29873.94     | 0.00%             | 2030-04-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38805.91     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $87495.91     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |     260000 | PA      | $258735.85    | 0.02%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.587000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $3544.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                                | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 895971AA7<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250451.63    | 0.02%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       5000 | PA      | $5772.89      | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14445 | PA      | $15026.27     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FFB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142871 | PA      | $118315.72    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45059.15     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $138230.63    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                                                      | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $915.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |          1 | NC      | $31472.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226146.24    | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      34000 | PA      | $33277.50     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                          | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100303.95    | 0.01%             | 2039-09-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust | CUSIP: 93934FHC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146297 | PA      | $129344.75    | 0.01%             | 2035-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     180000 | PA      | $195521.07    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PE        |          1 | NC      | $209.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KUCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     660012 | PA      | $605417.75    | 0.05%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-54.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103312 | PA      | $104834.65    | 0.01%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     619000 | PA      | $608553.54    | 0.05%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32630 | PA      | $33350.13     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69423 | PA      | $73367.28     | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41702565 | PA      | $41910008.15  | 3.32%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                                                      | Origen Manufactured Housing Contract Trust 2007-B                                | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |       4367 | PA      | $4363.26      | 0.00%             | 2037-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2623300 | PA      | $1795730.83   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     177000 | PA      | $178447.01    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA RESOURCES CRP                                                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      92000 | PA      | $95932.09     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Household Capital                                                                | Household Capital 2025-1 RMBS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      86063 | PA      | $61591.09     | 0.00%             | 2087-07-21      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $169787.50    | 0.01%             | 2041-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      92616 | PA      | $93093.48     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.642000 17-JUN-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     766821 | OU      | $-73.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243000 | PA      | $240240.83    | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $53.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122360 | PA      | $116718.91    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18382.35     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      92000 | PA      | $93794.00     | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72978.79     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $223.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     135000 | PA      | $142145.96    | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-PURE                                           | CUSIP: 74625PAB0<br>LEI: 984500C1C9AYD5CC1A96 | Long             | ABS-MBS          | CORP              | CA        |      25900 | PA      | $19078.64     | 0.00%             | 2041-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333284.99    | 0.03%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     351000 | PA      | $349732.80    | 0.03%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-MBS          | CORP              | IE        |      90388 | PA      | $105684.23    | 0.01%             | 2037-06-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.370000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  164753091 | OU      | $-1983.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $14599.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-620.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NNQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58361 | PA      | $57774.01     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -26000 | PA      | $-25772.27    | -0.00%            | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                         | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35003.54     | 0.00%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2000000 | PA      | $62500.19     | 0.00%             | 2046-03-17      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1977600 | PA      | $1387796.25   | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     252944 | PA      | $225461.71    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96805.26     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     100000 | PA      | $98161.50     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      21200 | PA      | $20824.86     | 0.00%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368448 | PA      | $367296.60    | 0.03%             | 2041-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1551085 | PA      | $1360987.37   | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131929 | PA      | $133874.93    | 0.01%             | 2055-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     150000 | PA      | $148290.45    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     125000 | PA      | $121692.15    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     390000 | PA      | $403901.05    | 0.03%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104815.10    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      54000 | PA      | $41707.15     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    2725000 | PA      | $2820936.90   | 0.22%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     120000 | PA      | $96779.00     | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95885.93     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: PLN 3.490000 18-MAR-2028 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     114211 | OU      | $530.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      73295 | PA      | $76245.40     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135861 | PA      | $136200.80    | 0.01%             | 2039-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.050000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     445000 | OU      | $2445.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     186792 | PA      | $171613.92    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1343965 | PA      | $1340597.06   | 0.11%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     570000 | PA      | $551221.05    | 0.04%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      58000 | PA      | $51946.30     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     160000 | PA      | $140775.71    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      35674 | PA      | $36123.00     | 0.00%             | 2053-11-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD P CLP C @910.00 EO                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     -33000 | OU      | $-603.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25543.37     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       5000 | PA      | $5733.45      | 0.00%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99562.72     | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     520000 | PA      | $368908.44    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197744 | PA      | $181387.41    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      20000 | PA      | $19497.25     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                         | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $17127.05     | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | EUR/USD One-touch barrier option; Barrier price EUR 1.14500                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |       8000 | OU      | $848.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.880000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   27000000 | OU      | $-9483.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust 2006-12XS                                     | CUSIP: 61749EAE7<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      27261 | PA      | $5687.41      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287375 | PA      | $295249.09    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14910.37     | 0.00%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.770000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   52000000 | OU      | $32188.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      78000 | PA      | $78973.60     | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $87809.60     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.127280 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $11827.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221464 | PA      | $210281.91    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $-45.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      69000 | PA      | $66752.61     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      40000 | PA      | $40467.48     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135288 | PA      | $139104.62    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     128000 | PA      | $124183.33    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $503108.36    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     187600 | PA      | $188404.26    | 0.01%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                 | Ingram Micro Inc                                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98266.19     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     180000 | PA      | $169897.41    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62706.68     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     125000 | PA      | $110596.26    | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $5387.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755RAG0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1503746.85   | 0.12%             | 2044-09-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      73733 | PA      | $73610.70     | 0.01%             | 2052-06-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      35000 | PA      | $35043.75     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     511000 | PA      | $503053.46    | 0.04%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $136629.37    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     299000 | PA      | $265309.82    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                                                 | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |     136080 | PA      | $135928.68    | 0.01%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     346000 | PA      | $266078.92    | 0.02%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      55000 | PA      | $48998.75     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88947.76     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112782.41    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.018000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     565217 | OU      | $510.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                      | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      86000 | PA      | $88330.86     | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1580839 | PA      | $1563150.35   | 0.12%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2398656 | PA      | $2432452.01   | 0.19%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                 | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     470000 | PA      | $467428.15    | 0.04%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  115700000 | PA      | $22922.56     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     340000 | PA      | $224628.50    | 0.02%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25019.49     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OA17                                                 | CUSIP: 12668PAD4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     278053 | PA      | $251952.07    | 0.02%             | 2046-12-20      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.228000 11-DEC-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9417000 | OU      | $-48260.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     444000 | PA      | $447073.07    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39467 | PA      | $40070.68     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTP 3.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -18983066 | OU      | $-48338.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |     453275 | PA      | $531400.43    | 0.04%             | 2033-08-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     370000 | PA      | $364765.98    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MSWF Commercial Mortgage Trust                                                   | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1084628 | PA      | $57808.94     | 0.00%             | 2056-12-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     175000 | PA      | $157163.22    | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.955300 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-1543.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     158000 | PA      | $157424.45    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99890.69     | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                                         | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |      68356 | PA      | $93380.33     | 0.01%             | 2067-02-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     525000 | PA      | $527636.92    | 0.04%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |          1 | NC      | $-5391.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42999.02     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | FSWP: OIS 4.435000 17-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  165272000 | OU      | $1328.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62817.31     | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97491.28     | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     270000 | PA      | $277434.77    | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 5.540000 18-JUN-2036 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9743117 | OU      | $55.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     119000 | PA      | $115463.27    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35369.51     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     120000 | PA      | $106352.60    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Commercial Mortgage Securities Trust 2026-HRHB                             | CUSIP: 05557KAA9<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $265000.00    | 0.02%             | 2040-05-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust 2025-B                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126145 | PA      | $125022.11    | 0.01%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7608 | PA      | $7467.09      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     684000 | PA      | $435136.58    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295537 | PA      | $294902.05    | 0.02%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NBQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134287 | PA      | $132909.72    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $55851.53     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157354 | PA      | $161602.28    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $36695.03     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8337.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394343 | PA      | $373122.86    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     310000 | PA      | $258453.47    | 0.02%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71117.32     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-281.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                                | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67160.82     | 0.01%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BTP FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -58 | NC      | $185599.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     290000 | PA      | $320329.15    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140794 | PA      | $141645.22    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $84467.45     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.178400 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3000000 | OU      | $26406.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25167.07     | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2862995 | PA      | $2304628.78   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24037.96     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     122000 | PA      | $100944.16    | 0.01%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004869.00   | 0.08%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18425 | PA      | $18951.89     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109855 | PA      | $109510.24    | 0.01%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.986000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     625000 | OU      | $-184.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $24392.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99798.57     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MWNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62890 | PA      | $62290.37     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25033.52     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1706859 | PA      | $1712730.34   | 0.14%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     519603 | PA      | $521328.91    | 0.04%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2551200 | PA      | $1580348.80   | 0.13%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 30Y RTR 3.550000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    3857000 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     200000 | PA      | $226486.92    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                          | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      80000 | PA      | $83800.00     | 0.01%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      50000 | PA      | $58091.43     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      65000 | PA      | $56411.61     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99528.25     | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-819.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      96000 | PA      | $90960.41     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAL7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      37000 | PA      | $36647.63     | 0.00%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-OMG                                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84000 | PA      | $84000.00     | 0.01%             | 2042-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45657.48     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GGP Trust                                                                        | GGP 2026-TY                                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42000 | PA      | $41585.42     | 0.00%             | 2043-03-05      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     150000 | PA      | $156172.95    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     180000 | PA      | $173794.73    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD P CLP C @905.00 EO                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -121000 | OU      | $-1816.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     244000 | PA      | $281900.85    | 0.02%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2058835 | PA      | $1661129.57   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99628.82     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      11699 | PA      | $12401.29     | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74637.25     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD PARTNERSHIP                                                      | PRIME INVTS LTD PARTNERSHIP                                                      | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     140772 | PA      | $148697.46    | 0.01%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                           | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172000 | PA      | $172430.00    | 0.01%             | 2040-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   31791682 | OU      | $705705.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1173497.03   | 0.09%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     440000 | PA      | $445789.89    | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-38.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILL FL                                                                          | Hill FL 2025-1 BV                                                                | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |     100000 | PA      | $117755.91    | 0.01%             | 2032-10-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143292.94    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97177.01     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     315000 | PA      | $310060.92    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                                              | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $41803.09     | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141438.92    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14963.29     | 0.00%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      88802 | PA      | $88935.34     | 0.01%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                             | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      22840 | PA      | $24230.96     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     200000 | PA      | $151739.72    | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     675000 | PA      | $665776.64    | 0.05%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99784.69     | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33822.06     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1659791 | PA      | $1456575.99   | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5640000 | PA      | $90128.70     | 0.01%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                             | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131973 | PA      | $132426.43    | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.370000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  178596720 | OU      | $-2150.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      63000 | PA      | $44164.79     | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     357346 | PA      | $361099.51    | 0.03%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25532.07     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $429967.67    | 0.03%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18242.96     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30091.23     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104236.26    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143871.86    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     120000 | PA      | $116583.79    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $248664.82    | 0.02%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $128690.34    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJP56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26264 | PA      | $25003.68     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   23870000 | PA      | $78150.90     | 0.01%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181194 | PA      | $181782.33    | 0.01%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492420 | PA      | $449981.80    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                                      | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187862 | PA      | $187346.57    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                                         | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |     390000 | PA      | $278402.36    | 0.02%             | 2032-04-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                                                                | JP Morgan Resecuritization Trust Series 2014-5                                   | CUSIP: 46642VAR9<br>LEI: 549300I70LJMOFGPXY37 | Long             | ABS-MBS          | CORP              | US        |    1344447 | PA      | $218822.92    | 0.02%             | 2036-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27689.04     | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.834100 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11380000 | OU      | $-20201.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64826.78     | 0.01%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1008738.33   | 0.08%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AT&T REIGN II LB PTT                                                             | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     408861 | PA      | $402915.63    | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63000 | PA      | $63200.62     | 0.01%             | 2042-06-05      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     269000 | PA      | $214938.51    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                 | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FAY4<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250556.15    | 0.02%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4601900 | PA      | $4577272.65   | 0.36%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.024690 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-5275.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.419000 08-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     330000 | OU      | $4125.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |      24700 | OU      | $657.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     250000 | PA      | $216520.82    | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1082152.60   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| COOPER-STANDARD AUTOMOTI                                                         | Cooper-Standard Automotive Inc                                                   | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     112000 | PA      | $107619.68    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     490000 | PA      | $485828.34    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98872.28     | 0.01%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87910 | PA      | $87748.98     | 0.01%             | 2039-02-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $51164.13     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56386.88     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |          1 | NC      | $-423.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                           | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1743000 | PA      | $2012310.60   | 0.16%             | 2036-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dowson                                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |     162000 | PA      | $223824.13    | 0.02%             | 2031-08-20      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140U8AX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47986 | PA      | $47461.27     | 0.00%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $57141.54     | 0.00%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86442.68     | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1151300 | PA      | $831049.72    | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73884.26     | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     103000 | PA      | $107398.41    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     615000 | PA      | $544586.71    | 0.04%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237095 | PA      | $234398.91    | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     520400 | PA      | $554259.10    | 0.04%             | 2043-01-25      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     179000 | PA      | $179801.55    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      65918 | PA      | $66134.41     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $915541.20    | 0.07%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49915.02     | 0.00%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     686000 | PA      | $479074.53    | 0.04%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98052.09     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     512000 | PA      | $455057.54    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21791 | PA      | $21832.11     | 0.00%             | 2040-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99618.56     | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      90000 | PA      | $79812.26     | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9051.80      | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57047 | PA      | $57919.26     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $44939.60     | 0.00%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $-64.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                       | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100500 | PA      | $99841.91     | 0.01%             | 2036-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     152000 | PA      | $150885.89    | 0.01%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 10Y RTP 4.093000 28-APR-2028                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -1697000 | OU      | $-62045.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.825000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2000000 | OU      | $1861.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.625540 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   73000000 | OU      | $15410.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: MYR 3.507000 17-SEP-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     655000 | OU      | $349.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |          1 | NC      | $-104.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25621.53     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17029.58     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $759.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25914 | PA      | $26902.84     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     570000 | PA      | $519750.44    | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169149.94    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49994.17     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130055.85    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.641820 16-SEP-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10179976 | OU      | $697577.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     350000 | PA      | $346067.19    | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117894.10    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26019.76     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                         | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92065.50     | 0.01%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.823000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     232174 | OU      | $-1051.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.584000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1096131 | OU      | $335.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250285.53    | 0.02%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33696.21     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-IV Ltd                                                         | CUSIP: 12562RAJ4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250628.90    | 0.02%             | 2040-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30381.69     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PRKCM Trust                                                                      | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59609 | PA      | $59516.12     | 0.00%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                               | JP Morgan Alternative Loan Trust 2006-A1                                         | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     666149 | PA      | $493704.81    | 0.04%             | 2036-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      20000 | PA      | $19974.61     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      34000 | PA      | $36032.59     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     189000 | PA      | $114919.13    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142J6DT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569881 | PA      | $590944.63    | 0.05%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $42728.53     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26307.65     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     999088 | PA      | $989196.83    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                      | Rad CLO 14 Ltd                                                                   | CUSIP: 75009RAA1<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250086.20    | 0.02%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-9                                           | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17924 | PA      | $7904.40      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      36000 | PA      | $27210.78     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |     147447 | PA      | $148307.08    | 0.01%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       1325 | NS      | $24883.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $30865.62     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2538275.00   | 0.20%             | 2042-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90793 | PA      | $93518.71     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50213.91     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.926190 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11810000 | OU      | $3434.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199226.74    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $3996.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102907.50    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $89615.85     | 0.01%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |      15000 | PA      | $15305.28     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                          | IRB INFRASTRUCTURE DEVE                                                          | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $204844.50    | 0.02%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    2130000 | PA      | $2268576.74   | 0.18%             | 2034-01-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126219.60    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $35846.67     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128279.58    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400695.91    | 0.03%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                                          | Kestrel Acquisition LLC 2025 Term Loan                                           | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |      36733 | PA      | $36851.29     | 0.00%             | 2031-11-06      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257000 | PA      | $258446.65    | 0.02%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39547.91     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF HOLDING CO LLC                                                               | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $30086.39     | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     279351 | PA      | $256402.21    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2834000 | PA      | $2721420.91   | 0.22%             | 2041-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      90000 | PA      | $51347.46     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     107000 | PA      | $110210.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150030.28    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.793700 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12634000 | OU      | $35629.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $342494.44    | 0.03%             | 2027-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030386 | PA      | $5108957.31   | 0.40%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: EUR 2.788000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $29824.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $125866.73    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173488.71    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $369939.00    | 0.03%             | 2033-08-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45183 | PA      | $46364.70     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39341.11     | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     205000 | PA      | $211186.76    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44417.92     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $135752.95    | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193640.75    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $103826.08    | 0.01%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | EUR/USD One-touch barrier option; Barrier price EUR 1.15500                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |       8000 | OU      | $822.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     682198 | PA      | $18875.75     | 0.00%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     180000 | PA      | $184713.84    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     230000 | PA      | $228076.90    | 0.02%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RO        |          1 | NC      | $-1706.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     776200 | PA      | $603010.38    | 0.05%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2071585 | PA      | $2111034.29   | 0.17%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     107000 | PA      | $76494.55     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397571 | PA      | $335456.53    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PL        |          1 | NC      | $-71.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204541.22    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042459<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -9000 | PA      | $-8929.34     | -0.00%            | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140494 | PA      | $139249.30    | 0.01%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.310000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  179914135 | OU      | $-2213.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                                           | Conseco Finance Corp                                                             | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60941 | PA      | $61797.83     | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.493200 29-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1570000 | OU      | $12959.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      94000 | PA      | $24316.55     | 0.00%             | 2031-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-172.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     267152 | PA      | $269826.28    | 0.02%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -21 | NC      | $15760.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13652.95     | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $90822.73     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     649000 | PA      | $647839.59    | 0.05%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     540000 | PA      | $545091.89    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     864307 | PA      | $871841.30    | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      95000 | PA      | $94984.92     | 0.01%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     573000 | PA      | $583675.57    | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.786000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11000000 | OU      | $5932.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust 2007-3XS                                      | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-MBS          | CORP              | US        |     287474 | PA      | $97997.93     | 0.01%             | 2047-01-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      80000 | PA      | $57810.93     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AF8<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99079.08     | 0.01%             | 2067-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     405694 | OU      | $-45212.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201757.47    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P COP C @3520.00 EO                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -121500 | OU      | $-2.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.149000 17-JUN-2028 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9699000 | OU      | $839.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      32000 | PA      | $32220.93     | 0.00%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | CAD P MXN C @12.35000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      46000 | OU      | $0.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16740.22     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92816.05     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181366 | PA      | $166628.86    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96762.42     | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $74103.72     | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     723000 | PA      | $775441.78    | 0.06%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-563.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.737230 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   23800000 | OU      | $242454.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     175000 | PA      | $131265.45    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56963.84     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     102000 | PA      | $101331.64    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49798.36     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172547 | PA      | $181913.61    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.959360 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   16603203 | OU      | $-254437.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     432000 | PA      | $431961.94    | 0.03%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19436.04     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.160000 17-JUN-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   26722488 | OU      | $5775.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427SGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1416252 | PA      | $1402158.49   | 0.11%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     156000 | PA      | $160049.47    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     345000 | PA      | $363114.39    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217454.43    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $14599.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   33955000 | PA      | $534628.01    | 0.04%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $543049.06    | 0.04%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113617.27    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      35000 | PA      | $39094.33     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      40000 | PA      | $39680.84     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $350063.39    | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45863.90     | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62813.91     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 1Y RTR 4.350000 30-SEP-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3090000 | OU      | $-1122.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     375000 | PA      | $384490.08    | 0.03%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15890.63     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.824980 16-SEP-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      60000 | OU      | $1817.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.457000 13-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1030000 | OU      | $11681.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-VIV5                                           | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $222607.01    | 0.02%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     118000 | PA      | $122547.48    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65035.58     | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LMRE 2025-SFR1 Trust Issuing Entity                                              | LMRE 2025 SFR1 Trust                                                             | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96896.54     | 0.01%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     261000 | PA      | $262064.36    | 0.02%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     126000 | PA      | $128992.50    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1750.38      | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED COP / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |          1 | NC      | $-1006.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     230000 | PA      | $219581.24    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     291888 | PA      | $293375.40    | 0.02%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |     100000 | PA      | $116939.29    | 0.01%             | 2036-09-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53849.84     | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $42889.19     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                          | American Home Mortgage Investment Trust 2006-2                                   | CUSIP: 02660YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2206286 | PA      | $173027.96    | 0.01%             | 2036-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.890000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9209134 | OU      | $-8481.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35469.68     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD/JPY One-touch barrier option; Barrier price USD 150.00000                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      20000 | OU      | $971.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $45906.44     | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.739300 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   79920000 | OU      | $3450.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46887.52     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     195000 | PA      | $184026.71    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |       9000 | OU      | $10.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103405.21    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $95135.84     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     118000 | PA      | $120980.56    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28100.82     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111938 | PA      | $113008.45    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73044.77     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105769.80    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3401.45      | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.148430 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     840000 | OU      | $3047.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122179.94    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |     167328 | PA      | $168091.63    | 0.01%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     495000 | PA      | $519156.81    | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.860000 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $7166.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centragas                                                                        | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $723345.98    | 0.06%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | USD P COP C @3600.00 EO                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     -40000 | OU      | $-189.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48884.94     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $250059.66    | 0.02%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71824.90     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital Clo 34 Ltd                                                     | CUSIP: 03332UAA4<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250556.80    | 0.02%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24907.99     | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         14 | NC      | $957.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46538.58     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39089.15     | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5128600 | PA      | $5152840.64   | 0.41%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                         | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $31366.08     | 0.00%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115690 | PA      | $115690.00    | 0.01%             | 2042-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | SHORT EURO-BTP FU JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          4 | NC      | $-2798.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRES Commercial Mortgage Trust                                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                        | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133000 | PA      | $132802.39    | 0.01%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34132 | PA      | $35723.31     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                                           | American Airlines 2025-1 Class B Pass Through Trust                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $20877.16     | 0.00%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      15000 | PA      | $15009.23     | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      50000 | PA      | $51496.77     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     240000 | PA      | $251107.40    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.720000 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4973000 | OU      | $847.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      69000 | PA      | $68452.85     | 0.01%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88512.86     | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                                 | Crescent Midstream Operating LLC Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91000 | PA      | $91379.47     | 0.01%             | 2033-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     330000 | PA      | $324084.08    | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 2Y RTP 3.310000 15-OCT-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -3755000 | OU      | $-11738.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39178.54     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     150000 | PA      | $108669.98    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24627 | PA      | $22597.14     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245956.31    | 0.02%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     330000 | PA      | $220968.68    | 0.02%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      93000 | PA      | $93380.68     | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     135000 | PA      | $83766.22     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $801000.00    | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $-529.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                            | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAE1<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $108804.24    | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                                            | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     147000 | PA      | $144795.00    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     629000 | PA      | $561554.44    | 0.04%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                                  | Easy Street Mortgage Loan Trust 2025-RTL2                                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100117.06    | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.357500 15-APR-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     660000 | OU      | $13054.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     390000 | PA      | $389100.02    | 0.03%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                  | GS Finance Corp                                                                  | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     608000 | PA      | $593528.38    | 0.05%             | 2031-02-17      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78830 | PA      | $67932.46     | 0.01%             | 2047-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                                  | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94691.43     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| GARFUNKELUX HOLDCO 3 SA                                                          | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      28254 | PA      | $33313.00     | 0.00%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.980000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     434783 | OU      | $-225.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 1Y RTR 4.350000 30-SEP-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3080000 | OU      | $-1118.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11524.60     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     190000 | PA      | $189927.15    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40567.27     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1390137.21   | 0.11%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     446000 | PA      | $484205.96    | 0.04%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $11600.80     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100541.43    | 0.01%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | S+P500 EMINI OPTN JUN26C 7700                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $540.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                                            | Kennedy Lewis CLO 19 Ltd                                                         | CUSIP: 37150JAA6<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250068.28    | 0.02%             | 2036-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1065478 | PA      | $1090291.84   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $448.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $51887.55     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      77000 | PA      | $80247.63     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133914 | PA      | $141099.80    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      99000 | PA      | $104166.71    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348745.79    | 0.03%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18766.38     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-292.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | AUD P USD C @0.708000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |     188000 | OU      | $38.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30708.65     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     469000 | PA      | $430218.86    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $58503.03     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24966.13     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     230000 | PA      | $211513.35    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262000 | PA      | $261926.56    | 0.02%             | 2042-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23424.86     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2007-A9                                   | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1093674 | PA      | $131760.53    | 0.01%             | 2037-09-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       5000 | PA      | $4812.09      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     395000 | PA      | $398237.50    | 0.03%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO Inc                                                                          | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        600 | NS      | $12042.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-INV1                                                                   | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     171963 | PA      | $172935.47    | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1158971.90   | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $-310.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.047900 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-6524.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |          1 | NC      | $9442.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25316.37     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     557726 | PA      | $551657.02    | 0.04%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     202754 | PA      | $175866.48    | 0.01%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                                                     | FLOURISHING TRADE + INVT LTD                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     555268 | PA      | $573314.21    | 0.05%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MWPK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66638 | PA      | $66007.91     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $265.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106897.27    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      18000 | PA      | $18016.88     | 0.00%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352069 | PA      | $345230.12    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      89000 | PA      | $90557.50     | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133CFU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     352649 | PA      | $355111.01    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      20000 | PA      | $19046.44     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336113 | PA      | $13145.73     | 0.00%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132000 | PA      | $130116.79    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| EF HOLD/EF KY/ELL KY/TRS                                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |      22000 | PA      | $21859.01     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234815 | PA      | $227716.50    | 0.02%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                         | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $58219.58     | 0.00%             | 2033-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                 | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99009.28     | 0.01%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2022-3                                    | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131936 | PA      | $129741.99    | 0.01%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80081 | PA      | $31766.28     | 0.00%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0BQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     378229 | PA      | $339821.66    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $80667.66     | 0.01%             | 2067-02-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                                     | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10047.27     | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.210000 15-APR-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     410000 | OU      | $5643.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTR 3.000000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   18983066 | OU      | $368.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     262000 | PA      | $259008.40    | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $32961.37     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74440.54     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |          1 | NC      | $205.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1170942 | PA      | $1075686.44   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     430000 | PA      | $425532.03    | 0.03%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     330000 | PA      | $345243.37    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     189000 | PA      | $156593.75    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $199465.81    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2023-NQM4 Trust                                                             | CUSIP: 36171FAA1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     128310 | PA      | $121125.23    | 0.01%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     540000 | PA      | $546547.48    | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |          1 | NC      | $-440.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97462.57     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | EUR C HUF P @410.0000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -70000 | OU      | $-20.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      92000 | PA      | $95457.74     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $68.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79067 | PA      | $27380.67     | 0.00%             | 2036-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.781690 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $38978.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      76000 | PA      | $79974.57     | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                       | Impac Secured Assets Trust 2006-3                                                | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17379 | PA      | $16109.63     | 0.00%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.000000 28-DEC-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     110667 | OU      | $-108.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4685863.29   | 0.37%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37000 | PA      | $28713.12     | 0.00%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2377252 | PA      | $1956741.13   | 0.16%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |      60000 | PA      | $60777.54     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.873190 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1630000 | OU      | $-14940.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97388.57     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |     358143 | PA      | $359478.40    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1839408.94   | 0.15%             | 2034-10-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      72000 | PA      | $58676.05     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAJ4<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     163000 | PA      | $163018.65    | 0.01%             | 2042-02-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                              | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    3550000 | PA      | $59615.11     | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      67000 | PA      | $62400.61     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50612.89     | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1022620.59   | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     271000 | PA      | $290241.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.155000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3000000 | OU      | $18085.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238316 | PA      | $240936.64    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $65140.21     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77925.36     | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     535000 | PA      | $518279.48    | 0.04%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139555 | PA      | $129415.89    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188864 | PA      | $195450.27    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C COP P @3920.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     145144 | OU      | $350.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |      77000 | OU      | $5026.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-242.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                               | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29710.48     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31442 | PA      | $31694.15     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $276998.91    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     420000 | PA      | $403881.92    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80569 | PA      | $80469.87     | 0.01%             | 2037-02-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 4.595000 17-JUN-2036 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     235200 | OU      | $59.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        152 | NC      | $-610515.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     957000 | PA      | $894592.01    | 0.07%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $804.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C6LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68258 | PA      | $67470.11     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     168000 | PA      | $169105.77    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35630 | PA      | $35286.02     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2265698 | PA      | $1913206.80   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155222.12    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.502000 16-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1030000 | OU      | $7602.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     225000 | PA      | $208922.79    | 0.02%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.988500 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-201.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONCER                                                                           | Argentina Treasury Bond BONCER                                                   | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   12493000 | PA      | $21097.14     | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                         | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99899.38     | 0.01%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4933.08      | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9058 | PA      | $8412.37      | 0.00%             | 2037-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $-3168.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     401738 | PA      | $339019.54    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWAP/CDSWAP/SCDS: (AEP)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |     176000 | OU      | $-4625.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAQ6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251071.68    | 0.02%             | 2037-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ANDIRON SERIES B 1L FRN                                                          | ANDIRON SERIES B 1L FRN                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30000.00     | 0.00%             | 2030-01-21      | Variable      | 6.66%                 | No            |                  3 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630AL2<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     101468 | PA      | $100988.64    | 0.01%             | 2037-02-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69582 | PA      | $69334.01     | 0.01%             | 2054-10-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     168000 | PA      | $173791.13    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     125000 | PA      | $119658.02    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     100000 | PA      | $99776.56     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70336.84     | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49052100 | PA      | $45748747.64  | 3.63%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |      14000 | OU      | $685.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25316.72     | 0.00%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      40000 | PA      | $27944.62     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      15000 | PA      | $15077.41     | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11334.58     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12073 | PA      | $12080.77     | 0.00%             | 2041-10-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $188325.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -30000 | PA      | $-30210.82    | -0.00%            | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                              | Banc of America Funding 2007-3 Trust                                             | CUSIP: 059515AK2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     185483 | PA      | $154734.67    | 0.01%             | 2037-04-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     505741 | PA      | $513260.86    | 0.04%             | 2041-12-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1813000 | PA      | $1748128.60   | 0.14%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $836292.77    | 0.07%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99390.98     | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      93000 | PA      | $92346.86     | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429022 | PA      | $361261.83    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $44743.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $201239.30    | 0.02%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.464500 23-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    1050000 | OU      | $10697.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181346 | PA      | $181402.77    | 0.01%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2007-QH3 Trust                                                       | CUSIP: 74922WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125117 | PA      | $124015.35    | 0.01%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -100716 | OU      | $-37.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     410000 | PA      | $373722.24    | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $34245.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAB7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     259524 | PA      | $257099.98    | 0.02%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99920.25     | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $10085.93     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203860.50    | 0.02%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                              | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51039.90     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.185190 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1120000 | OU      | $-4760.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Loan Trust 2015-A                                      | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |     131043 | PA      | $129161.23    | 0.01%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                                       | Sandstone Peak IV Ltd                                                            | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250596.58    | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41391.44     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.549170 16-SEP-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2475000 | OU      | $-11006.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     220000 | PA      | $193180.86    | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     563000 | PA      | $562538.17    | 0.04%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7655491 | OU      | $-590979.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24958.24     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196000 | PA      | $190945.55    | 0.02%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137906.05    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $18997.47     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      51000 | PA      | $48705.76     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      31000 | PA      | $31175.59     | 0.00%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     673012 | PA      | $517128.75    | 0.04%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      62004 | PA      | $61181.17     | 0.00%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2984.94      | 0.00%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138874.87    | 0.01%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16924 | PA      | $17155.58     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    6614838 | OU      | $137048.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $49841.72     | 0.00%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29582.58     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $125789.81    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $264813.67    | 0.02%             | 2030-11-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149585.90    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C22                                                    | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     530000 | PA      | $578382.32    | 0.05%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33784.43     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4009.42      | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $21479.84     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201231.34    | 0.02%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | EUR P HUF C @373.0000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      67000 | OU      | $1898.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.01%             | 2037-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6026.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184000 | PA      | $192450.83    | 0.02%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4978.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32260000 | PA      | $32256219.45  | 2.56%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10248.52     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224920 | PA      | $222739.60    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67575 | PA      | $68214.21     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     545000 | PA      | $555357.31    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.794000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 1125000000 | OU      | $-2916.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.759000 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $1347.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $219.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     718000 | PA      | $593155.29    | 0.05%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust 2025-CES3                                       | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138984 | PA      | $138862.55    | 0.01%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     364974 | PA      | $367481.68    | 0.03%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     114000 | PA      | $112215.60    | 0.01%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     653000 | PA      | $654836.56    | 0.05%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         53 | NC      | $-58057.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     174446 | PA      | $174977.65    | 0.01%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.402000 17-JUN-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     474000 | OU      | $1013.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $233712.17    | 0.02%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      69000 | PA      | $67166.87     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CART                                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $69939.20     | 0.01%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     130000 | PA      | $126678.90    | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23675.95     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     175000 | PA      | $158857.08    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     110000 | PA      | $80779.37     | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     151000 | PA      | $152161.04    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |          1 | NC      | $-158.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  193300000 | PA      | $50162.51     | 0.00%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99271.10     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     431921 | PA      | $409764.23    | 0.03%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29652.32     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                               | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                             | CUSIP: 12668FAA2<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |        765 | PA      | $742.99       | 0.00%             | 2037-01-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -36000 | PA      | $-29611.79    | -0.00%            | 2056-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.853000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2101567 | OU      | $-7545.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                 | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -75 | NC      | $85641.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                          | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $21585.27     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73685.05     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24686.82     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | 10Y RTP 4.050000 30-MAR-2028                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    2147452 | OU      | $80031.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 12 Ltd                                                      | CUSIP: 25255YAA2<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250468.73    | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                            | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     122000 | PA      | $128117.93    | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10166.51     | 0.00%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $30711.23     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     233000 | PA      | $223463.45    | 0.02%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $131.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $187245.54    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.500340 20-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     520000 | OU      | $3897.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $24488.66     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1063446.10   | 0.08%             | 2042-06-25      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94438.29     | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                         | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      23000 | PA      | $8970.00      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     739076 | PA      | $596776.08    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $7995.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      28800 | PA      | $14616.00     | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.562500 16-SEP-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   36000000 | OU      | $-2480.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     180000 | PA      | $171344.04    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                 | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98690.36     | 0.01%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2022-LION                                                                   | CUSIP: 12660TAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99599.61     | 0.01%             | 2027-02-15      | Floating      | 7.09%                 | No            |                  3 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125200.21    | 0.01%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $195558.45    | 0.02%             | 2033-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.556000 18-MAR-2029 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     203505 | OU      | $64.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19707.31     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8602.89      | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                                                 | Invesco Euro CLO                                                                 | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $289126.37    | 0.02%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94902.98     | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |      50000 | PA      | $49075.41     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253245.47    | 0.02%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                            | OnDeck Asset Securitization Trust IV LLC                                         | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $160837.97    | 0.01%             | 2030-08-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     700000 | PA      | $630818.21    | 0.05%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1038750.00   | 0.08%             | 2043-11-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2341.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89623.26     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                                                | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $200540.78    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72019.02     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     260000 | PA      | $232237.49    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc.                                            | Bear Stearns Structured Products Trust 2007-EMX1                                 | CUSIP: 07402LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11792 | PA      | $11774.72     | 0.00%             | 2037-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101878.81    | 0.01%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      32000 | PA      | $35399.90     | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19776.88     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     194368 | PA      | $194994.73    | 0.02%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      49000 | PA      | $50233.44     | 0.00%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                         | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |      85000 | PA      | $61829.95     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      92000 | PA      | $93879.65     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $60351.03     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $172.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1522965.00   | 0.12%             | 2042-04-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $4334.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56699 | PA      | $55163.33     | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95755.44     | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101829 | PA      | $101924.73    | 0.01%             | 2042-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301582 | PA      | $305864.76    | 0.02%             | 2055-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                                                | Sunbit Asset Securitization Trust 2025-1                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $670257.28    | 0.05%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42927.79     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NCR ATLEOS LLC                                                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     105000 | PA      | $111704.99    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.820000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3000000 | OU      | $3628.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                    | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     131000 | PA      | $134932.62    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   25590000 | PA      | $60862.01     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198992.95    | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     368582 | PA      | $303766.29    | 0.02%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     721456 | PA      | $726112.19    | 0.06%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |    1100000 | PA      | $1100077.44   | 0.09%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTR 2.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -18983066 | OU      | $-54.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127182 | PA      | $128580.18    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     112000 | PA      | $106357.78    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196434.54    | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.440000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   29000000 | OU      | $27469.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68000 | PA      | $68105.26     | 0.01%             | 2042-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.583000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     791000 | OU      | $236.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $106.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275318.96    | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10141.49     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $45841.27     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41751.39     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     143000 | PA      | $134618.05    | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39321.65     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                              | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193000 | PA      | $193241.25    | 0.02%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-975.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64666.25     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147748 | PA      | $147511.71    | 0.01%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      25000 | PA      | $25752.80     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115784.88    | 0.01%             | 2036-12-18      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181000 | PA      | $182203.03    | 0.01%             | 2034-09-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2086048.00   | 0.17%             | 2042-05-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                         | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     486000 | PA      | $560486.01    | 0.04%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     113000 | PA      | $115791.10    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |     167421 | PA      | $166374.09    | 0.01%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     250000 | PA      | $159851.11    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2830900 | PA      | $163406.53    | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     255000 | PA      | $245868.73    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     330000 | PA      | $336742.55    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     490000 | PA      | $382110.96    | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-42.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178843.71    | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     142198 | PA      | $160250.24    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NCM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34185 | PA      | $33860.49     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     516548 | PA      | $515536.07    | 0.04%             | 2055-05-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $328253.90    | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1248584.05   | 0.10%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1021200 | OU      | $124359.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAS5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250306.20    | 0.02%             | 2035-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     811808 | PA      | $658320.98    | 0.05%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131YBEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     206790 | PA      | $184844.25    | 0.01%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.983000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $-15713.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2047000 | PA      | $391082.91    | 0.03%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4360000 | PA      | $4294429.70   | 0.34%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: CZK 4.556000 17-JUN-2036 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     436800 | OU      | $42.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                   | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109889 | PA      | $110714.73    | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     118000 | PA      | $119827.47    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     205000 | PA      | $183762.36    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98551.76     | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1919000 | PA      | $1725300.94   | 0.14%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     230000 | PA      | $228161.98    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |      68871 | PA      | $82158.40     | 0.01%             | 2034-10-18      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                             | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250798.45    | 0.02%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     495000 | PA      | $501403.82    | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |      50000 | PA      | $38006.38     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                             | ACE Securities Corp Home Equity Loan Trust Series 2005-AG1                       | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     203132 | PA      | $181621.47    | 0.01%             | 2035-08-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     241000 | PA      | $229574.53    | 0.02%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192810 | PA      | $183530.02    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                             | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     780000 | PA      | $777800.24    | 0.06%             | 2042-08-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2026-1                                                    | CUSIP: 52603KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107000 | PA      | $106979.49    | 0.01%             | 2035-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $197341.04    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.370000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11500000 | OU      | $10617.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143877 | PA      | $144146.79    | 0.01%             | 2041-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                               | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245782.67    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                         | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99937.57     | 0.01%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103612 | PA      | $91207.09     | 0.01%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101021.16    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29627.68     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-776.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102292.40    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -112000 | OU      | $-41.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92459.87     | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1692.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                        | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100156.25    | 0.01%             | 2039-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      55000 | PA      | $58431.19     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0BN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     418156 | PA      | $389107.30    | 0.03%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $887.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                         | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59754.96     | 0.00%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BDZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $132462.62    | 0.01%             | 2031-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     310000 | PA      | $294500.00    | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust 2006-HE4                                                             | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $86933.51     | 0.01%             | 2036-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     130000 | PA      | $128101.95    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.978880 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      10000 | OU      | $369.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9458.04      | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $286097.00    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     609000 | PA      | $607358.56    | 0.05%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                               | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $143450.07    | 0.01%             | 2036-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142JS2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     165961 | PA      | $163949.89    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd                                                | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250374.10    | 0.02%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2677216 | PA      | $2167353.88   | 0.17%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1581720 | PA      | $1334284.73   | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $51878.73     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110535.73    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     110000 | PA      | $63737.60     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68573.20     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     129000 | PA      | $132195.72    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76678.10     | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69311.83     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      35000 | PA      | $35669.88     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     867000 | PA      | $604043.45    | 0.05%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     350000 | PA      | $212664.42    | 0.02%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     113589 | PA      | $113056.47    | 0.01%             | 2030-08-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      40000 | PA      | $39689.89     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                  | GS Finance Corp                                                                  | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    1080000 | PA      | $1024120.80   | 0.08%             | 2031-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |          1 | NC      | $-404.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     248000 | PA      | $165196.77    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.552500 10-APR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1996124 | OU      | $1431.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     250000 | PA      | $229297.81    | 0.02%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-OAT FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -13 | NC      | $326.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     637000 | PA      | $573301.84    | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.788400 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   53000000 | OU      | $-1552.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $48.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -30000 | PA      | $-25692.65    | -0.00%            | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190594.37    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35416.21     | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39684.42     | 0.00%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3033371 | PA      | $2438648.87   | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | E-MINI RUSS 2000 JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -5 | NC      | $-74671.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $137130.01    | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     220000 | PA      | $225662.78    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.01%             | 2037-05-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9967.42      | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     440000 | PA      | $443845.43    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      43000 | PA      | $35985.20     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25406.41     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     400000 | PA      | $456951.21    | 0.04%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1479.36      | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     268000 | PA      | $281013.01    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                                        | College Avenue Student Loans LLC                                                 | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63693 | PA      | $65908.53     | 0.01%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      67000 | PA      | $68245.73     | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74559.33     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     197000 | PA      | $174696.04    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      22000 | PA      | $22577.50     | 0.00%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $6079.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80167.10     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     143000 | PA      | $141621.79    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50793.80     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50911.13     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28922.16     | 0.00%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78870 | PA      | $79801.94     | 0.01%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     790000 | PA      | $777261.97    | 0.06%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| FTAI AVIATION INVESTORS                                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      54000 | PA      | $56698.70     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.275000 15-APR-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     200000 | OU      | $1353.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-140.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2802607 | PA      | $2261007.16   | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     184000 | PA      | $176423.40    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250432.73    | 0.02%             | 2038-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     211778 | PA      | $216972.77    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.870000 15-MAR-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -2190000 | OU      | $-66477.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (MEX)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     256959 | OU      | $-1694.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      86000 | PA      | $89982.87     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.310000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  165968572 | OU      | $-2041.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                            | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      33000 | PA      | $35283.83     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     240000 | PA      | $214104.74    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1189276 | PA      | $1019678.01   | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101453.80    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     877372 | PA      | $868641.08    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49371.87     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.750000 03-JAN-2028 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1388000 | OU      | $-280.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.654000 17-JUN-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     766773 | OU      | $-59.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78084.77     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     514341 | PA      | $485084.74    | 0.04%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73816.83     | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39065.21     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39918.01     | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-3                                                    | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     206000 | PA      | $204124.02    | 0.02%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77863.08     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-2953.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124463.32    | 0.01%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                         | FS 2026-ORL                                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99989.32     | 0.01%             | 2041-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402085.35    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68029.50     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93778.79     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     110000 | PA      | $119655.17    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2847781.86   | 0.23%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $601.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     125000 | PA      | $121326.07    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24789.88     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |          1 | NC      | $-2931.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                              | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |      56000 | PA      | $55483.62     | 0.00%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42571.17     | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1151423.93   | 0.09%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BMMY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26769 | PA      | $26506.99     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32557.39     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90507 | PA      | $92592.04     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13894 | PA      | $13860.68     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99710.51     | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2250000 | PA      | $2271105.00   | 0.18%             | 2041-12-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21129.04     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     125000 | PA      | $108291.97    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.906190 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3250000 | OU      | $21049.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283000 | PA      | $281761.88    | 0.02%             | 2034-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98339.22     | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.876950 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3265000 | OU      | $-28926.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $26433.65     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      40000 | PA      | $25834.47     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6599059 | PA      | $5522946.49   | 0.44%             | 2056-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     185000 | PA      | $190645.02    | 0.02%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17163.13     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38172 | PA      | $36969.83     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.709600 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   71000000 | OU      | $6178.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127087.16    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                        | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     181000 | PA      | $176558.66    | 0.01%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     171000 | PA      | $105219.64    | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BRSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32919 | PA      | $32581.58     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.320000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15247559 | OU      | $10200.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8248300 | PA      | $7143478.90   | 0.57%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $-580.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     107000 | PA      | $115282.02    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1600000 | PA      | $1617504.00   | 0.13%             | 2041-11-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C BRL P @5.350000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      55000 | OU      | $284.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.792000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-9569.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     650000 | PA      | $632892.23    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.476700 11-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     780000 | OU      | $7821.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5345000 | PA      | $4092531.65   | 0.32%             | 2056-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38006 | PA      | $34884.96     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146881 | PA      | $112577.87    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200508 | PA      | $201906.28    | 0.02%             | 2054-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $160486.48    | 0.01%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30393.36     | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115800.06    | 0.01%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QF6K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66825 | PA      | $58491.41     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                             | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109000 | PA      | $109024.38    | 0.01%             | 2035-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      24000 | PA      | $23715.00     | 0.00%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      79000 | PA      | $79566.90     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8000 | PA      | $8210.00      | 0.00%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.555000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4000000 | OU      | $-3397.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                   | FirstKey Homes 2022-SFR3 Trust                                                   | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     633000 | PA      | $629455.14    | 0.05%             | 2038-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55890.83     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111629.25    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     105000 | PA      | $90185.58     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 6.975000 04-NOV-2026 TII                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1662140 | OU      | $183.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25751.15     | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $158.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19747.60     | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100062.50    | 0.01%             | 2035-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust 2026-CES1                                       | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797078 | PA      | $790782.60    | 0.06%             | 2056-02-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72102.76     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C ZAR P @17.50000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |    -182000 | OU      | $-230.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     158000 | PA      | $145167.90    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28998 | PA      | $29774.27     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103878.90    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     160000 | PA      | $120712.75    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      89000 | PA      | $83969.37     | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39298.99     | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41000 | PA      | $40908.09     | 0.00%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.553800 17-DEC-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1728750 | OU      | $1386.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75371 | PA      | $70982.18     | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128000 | PA      | $127287.00    | 0.01%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $124165.49    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-55.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64793.92     | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.170000 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $9299.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |          1 | NC      | $682.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      60000 | PA      | $60307.37     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.521000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 3207564103 | OU      | $-35176.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755JAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     469315 | PA      | $467264.09    | 0.04%             | 2045-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                            | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     100000 | PA      | $106447.14    | 0.01%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1012481.50   | 0.08%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     180000 | PA      | $164660.80    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $111953.10    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MCB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $520144.55    | 0.04%             | 2042-06-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-68.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.845400 16-SEP-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5000000 | OU      | $1217.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $6232.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 4.075000 07-APR-2028                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3961000 | OU      | $-144827.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $27548.08     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     685869 | PA      | $692514.99    | 0.05%             | 2039-09-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38306.25     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C MXN P @18.05000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |    -485534 | OU      | $-29.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118946.63    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | Japan Housing Finance Agency/Kiko                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |   80290000 | PA      | $375470.79    | 0.03%             | 2057-05-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.855000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2885000000 | OU      | $-2081.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                                 | CPV Fairview LLC 2025 Term Loan                                                  | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      44667 | PA      | $44666.93     | 0.00%             | 2031-08-14      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      35000 | PA      | $37045.67     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                                          | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $199002.00    | 0.02%             | 2030-10-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2106260.00   | 0.17%             | 2042-04-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      55000 | PA      | $41203.32     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19180 | PA      | $19819.78     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     357000 | PA      | $323611.97    | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                                         | FSWP: ZAR 7.360000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   18850000 | OU      | $17863.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270020.41    | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 8.115000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21000000 | OU      | $4066.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $130855.75    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $361265.58    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174407 | PA      | $180404.86    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     185000 | PA      | $177619.28    | 0.01%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                       | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |     100000 | PA      | $116967.20    | 0.01%             | 2039-05-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-98.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117414.01    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C CLP P @905.00 EO                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -121000 | OU      | $-1116.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     113000 | PA      | $110151.78    | 0.01%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     285000 | PA      | $200569.12    | 0.02%             | 2032-08-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140BL2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64620 | PA      | $66255.71     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | USD C ZAR P @17.40000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -17000 | OU      | $-354.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 4.227620 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $11779.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     640000 | PA      | $613000.45    | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220522 | PA      | $220935.70    | 0.02%             | 2042-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $7531.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                          | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $198904.00    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                       | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34886.28     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     313000 | PA      | $296995.16    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                             | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     100000 | PA      | $100041.23    | 0.01%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $223823.80    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     420000 | PA      | $410461.80    | 0.03%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44410.39     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133C3C79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43371 | PA      | $42948.77     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     366000 | PA      | $362054.06    | 0.03%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1326000 | PA      | $1302484.21   | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     238000 | PA      | $242047.73    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      39000 | PA      | $39957.29     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $606716.20    | 0.05%             | 2034-01-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42005.73     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     754000 | PA      | $787285.61    | 0.06%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206282.25    | 0.02%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-394.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24936.33     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235170 | PA      | $236489.70    | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R1                                            | CUSIP: 12669GWN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18450 | PA      | $17904.52     | 0.00%             | 2035-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.695000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $3914.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.463500 27-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     480000 | OU      | $5087.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     108000 | PA      | $71009.14     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                                  | Venture XXVII CLO Ltd                                                            | CUSIP: 92331LBE9<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |     114049 | PA      | $114165.52    | 0.01%             | 2030-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       9600 | PA      | $9478.87      | 0.00%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $465660.61    | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $106816.94    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $17104.44     | 0.00%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46275.33     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86342.65     | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $1586.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298278.68    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.448000 17-JUN-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   46008510 | OU      | $1054.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                                      | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249911.05    | 0.02%             | 2037-10-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5051300 | PA      | $4945933.01   | 0.39%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $115.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114288.70    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.434230 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   36296343 | OU      | $-513235.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50683.15     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C THB P @32.5000 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      56000 | OU      | $496.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAROON USA FINANCE INC                                                           | Karoon USA Finance Inc                                                           | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45657.92     | 0.00%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2000 | PA      | $1180.00      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     510200 | PA      | $369297.11    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        272 | NS      | $14413.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     309000 | PA      | $313164.26    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40998.06     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     330000 | PA      | $181663.07    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.889000 16-SEP-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     859560 | OU      | $-2120.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $223394.13    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     115000 | PA      | $81860.18     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77701.95     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33618.61     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76720.48     | 0.01%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19677.05     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127461.05    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.360000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   99882162 | OU      | $2145.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99872 | PA      | $100598.33    | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                             | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22749.17     | 0.00%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5375012 | PA      | $4317993.66   | 0.34%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177803.08    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                           | Banc of America Alternative Loan Trust 2003-8                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42994 | PA      | $43445.02     | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     460000 | PA      | $465975.40    | 0.04%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  456000000 | PA      | $26672.14     | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 3.870000 15-MAR-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -2190000 | OU      | $-39211.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 10Y RTP 4.025000 24-APR-2028                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -4368000 | OU      | $-170292.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     485000 | PA      | $493620.19    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, LLC                                                | Wachovia Mortgage Loan Trust Series 2006-AMN1                                    | CUSIP: 92978EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     953118 | PA      | $303892.26    | 0.02%             | 2036-08-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109347.39    | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPSB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281526 | PA      | $292118.71    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     160000 | PA      | $148483.81    | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040453<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -2000 | PA      | $-1948.42     | -0.00%            | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      17000 | OU      | $831.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-501.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     215000 | PA      | $222962.56    | 0.02%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      34000 | PA      | $36496.28     | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      50000 | PA      | $49279.01     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     270000 | PA      | $171787.50    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60083.46     | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NEBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38059 | PA      | $37665.70     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235918 | PA      | $233594.64    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $78991.21     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54590.46     | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59834 | PA      | $58459.79     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     550000 | PA      | $544823.41    | 0.04%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 5.760000 18-MAR-2028 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8208161 | OU      | $-279.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560351 | PA      | $553219.74    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     105000 | PA      | $103924.54    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $59732.23     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   18626504 | OU      | $413467.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 6.250000 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   70333260 | OU      | $-696.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD P HUF C @330.0000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -164000 | OU      | $-10316.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2025-VIS1                                               | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $150800.43    | 0.01%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1457648.44   | 0.12%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15528000 | PA      | $13000085.70  | 1.03%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     262973 | PA      | $257744.07    | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EdgeConnex Data Centers Europe                                                   | EdgeConneX Data Centers Europe BV                                                | CUSIP: 000000000<br>LEI: 72450093DSNFE8T3IA66 | Long             | ABS-O            | CORP              | NL        |     191000 | PA      | $221118.42    | 0.02%             | 2056-04-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                                               | Elmwood CLO IX Ltd                                                               | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249774.95    | 0.02%             | 2038-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1610000 | PA      | $1593900.00   | 0.13%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      84000 | PA      | $82995.96     | 0.01%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474548 | PA      | $408492.12    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $901.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                                                 | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $398126.27    | 0.03%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239058.76    | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18402.42     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     440000 | PA      | $316145.90    | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.972000 16-SEP-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $-7025.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50631.52     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     151000 | PA      | $150835.14    | 0.01%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198050.00    | 0.02%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     535000 | PA      | $546173.15    | 0.04%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118000 | PA      | $117525.49    | 0.01%             | 2039-11-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9520000 | PA      | $9436615.37   | 0.75%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                                  | OH Partners LLC Term Loan                                                        | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |      35015 | PA      | $35102.72     | 0.00%             | 2032-11-12      | Floating      | 6.40%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 4.063000 07-APR-2028                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -3961000 | OU      | $-146611.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                  | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250355.90    | 0.02%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $41136.56     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     677595 | PA      | $621546.25    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148523.04    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                                         | RD Michigan Property Owner I LLC                                                 | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $579883.45    | 0.05%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $86053.93     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     908500 | PA      | $468232.38    | 0.04%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178396.69    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25325.17     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      65000 | PA      | $65336.45     | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     290000 | PA      | $299711.58    | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 5.645000 18-JUN-2036 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9936620 | OU      | $167.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTR 3.650000 24-APR-2028                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -6444000 | OU      | $-25731.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $-1390.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     304000 | PA      | $304023.75    | 0.02%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201186 | PA      | $202831.30    | 0.02%             | 2053-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     950000 | PA      | $50065.00     | 0.00%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     205000 | PA      | $223225.12    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37487.98     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $365215.95    | 0.03%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     102092 | PA      | $25694.73     | 0.00%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2020-SPT1 Trust                                                             | CUSIP: 12659LAK8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     107059 | PA      | $107658.51    | 0.01%             | 2065-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                           | Canyon CLO 2023-2 Ltd                                                            | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250811.85    | 0.02%             | 2037-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49206.45     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     169880 | PA      | $170734.16    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-34.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     308000 | PA      | $312502.04    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     282000 | PA      | $283146.84    | 0.02%             | 2033-06-10      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-790.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     314794 | PA      | $296980.90    | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @3920.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |       2700 | OU      | $6.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $148030.68    | 0.01%             | 2037-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | FSWP: OIS 9.540000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  327095744 | OU      | $-3693.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 2Y RTP 3.700000 03-AUG-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -7315000 | OU      | $-27553.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      30000 | PA      | $20345.26     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1304452 | PA      | $1291537.38   | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38421.48     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Funds III

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer