# EDGAR Filing Document

**Accession Number:** 0000824036
**File Stem:** 0001752724-23-042401
**Filing Date:** 2023-2
**Character Count:** 755988
**Document Hash:** 6a55dff6301f9b79719bd44cfc4656a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042401.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042401

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT FUNDS
- **CENTRAL INDEX KEY:** 0000824036
- **IRS NUMBER:** 911717303
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05371
- **FILM NUMBER:** 23672971

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 19960918

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000006867)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018549 | Strategic Bond Fund | RIFDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT FUNDS

- **b. Investment Company Act file number:** 811-05371

- **c. CIK number of Registrant:** 0000824036

- **d. LEI of Registrant:** 549300SYCXI2ML7BN524

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000006867

- **c. LEI of Series:** D07H1KQBUJ8IJWFT1668

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $855884683.06

**Total Liabilities:** $9272194.43

**Net Assets:** $846612488.63

**Delayed Delivery Securities:** $243417.46

**Cash Not Reported:** $14598298.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -555.37000000 | **1-Year:** -19806.87000000 | **5-Year:** -48050.26000000 | **10-Year:** -55491.62000000 | **30-Year:** -26423.82000000

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

- **3-Month:** -77.77000000 | **1-Year:** -2485.90000000 | **5-Year:** 2785.22000000 | **10-Year:** -3536.38000000 | **30-Year:** -2228.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018549 | -1.61%               | 3.49%                | -0.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7317444.01             | $-1538861.36                               |
| Month 2  | $-6014232.44             | $28300086.85                               |
| Month 3  | $-1752355.40             | $164071.06                                 |

**Designated Index Information**

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

- **Index Identifier:** LEHM.MC.LEHMRT00001UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     330000 | PA      | $305885.58    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133AKPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4050041 | PA      | $3306154.38   | 0.39%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191264.59    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $775676.85    | 0.09%             | 2032-11-02      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     420000 | PA      | $304555.12    | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85685.48     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL1 Ltd                                                                                                                   | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    1935798 | PA      | $1870452.67   | 0.22%             | 2036-06-16      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S06941304 IRS CNY R F  2.62000 2069413045_FIX CCPNDF / Short: S06941304 IRS CNY P V 00MCNRR 2069413045_FLO CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    9370539 | OU      | $-10260.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     110000 | PA      | $72776.50     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3345000 | PA      | $2846777.94   | 0.34%             | 2027-08-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1739000 | PA      | $1533988.21   | 0.18%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2670000 | PA      | $2457338.67   | 0.29%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     160000 | PA      | $106429.11    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69840.28     | 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        |     110000 | PA      | $105484.18    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87993.69     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                                                                              | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     710000 | PA      | $668136.97    | 0.08%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     290000 | PA      | $208303.47    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                                                               | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     290000 | PA      | $180020.53    | 0.02%             | 2051-02-09      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     906000 | PA      | $848415.32    | 0.10%             | 2025-05-01      | Fixed         | 0.98%                 | 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      | $103707.97    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Berry Petroleum Co LLC                                                                              | Berry Petroleum Co LLC                                                                                                                     | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |     290000 | PA      | $266346.32    | 0.03%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     280000 | PA      | $259213.68    | 0.03%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4315000 | PA      | $2322177.92   | 0.27%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9772.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail-UK 2007-6nc PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800IIPOCPT94J7N57 | Long             | ABS-MBS          | CORP              | GB        |     575703 | PA      | $667523.86    | 0.08%             | 2045-09-13      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES PLC                                                           | Warwick Finance Residential Mortgages Number Three PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800JVKL1PIG7KRI38 | Long             | ABS-MBS          | CORP              | GB        |     723010 | PA      | $858672.88    | 0.10%             | 2049-12-21      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS075747 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS075747 CDS USD P F  5.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $-6773.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18819.29     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3515000 | PA      | $3427811.51   | 0.40%             | 2023-10-31      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                                    | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7150.21      | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                                                                                      | Ohio Edison Co                                                                                                                             | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $89134.71     | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1195000 | PA      | $962161.72    | 0.11%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                                                     | Cameron LNG LLC                                                                                                                            | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23763.54     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142035.42    | 0.02%             | 2028-10-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WACHOVIA CORP                                                                                       | Wachovia Corp                                                                                                                              | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     802000 | PA      | $778533.68    | 0.09%             | 2035-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3232000 | PA      | $2817521.24   | 0.33%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Stratton Mortgage Funding PLC                                                                       | Stratton Mortgage Funding 2021-3 PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800RD387GK4RCBL05 | Long             | ABS-MBS          | CORP              | GB        |     495491 | PA      | $590151.89    | 0.07%             | 2043-12-12      | Floating      | 4.09%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                                                                                        | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     867000 | PA      | $816657.58    | 0.10%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     260000 | PA      | $240296.05    | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     330000 | PA      | $308776.46    | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KHLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2138068 | PA      | $1897791.88   | 0.22%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33509.03     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-3                                                                                                            | CUSIP: 46654UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3061862 | PA      | $2625188.21   | 0.31%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     360000 | PA      | $258000.28    | 0.03%             | 2026-08-21      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      70000 | PA      | $57488.49     | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31366.57     | 0.00%             | 2029-12-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1166000 | PA      | $696958.68    | 0.08%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                                                                                | E.ON International Finance BV                                                                                                              | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     621000 | PA      | $626704.63    | 0.07%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     875000 | PA      | $859249.40    | 0.10%             | 2024-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CNY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18656.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PERKINELMER INC                                                                                     | PerkinElmer Inc                                                                                                                            | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     923000 | PA      | $803233.02    | 0.09%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5574600 | PA      | $5334630.86   | 0.63%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                                                                               | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115445.24    | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     410000 | PA      | $387786.54    | 0.05%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HSBC USA Inc                                                                                        | HSBC USA Inc                                                                                                                               | CUSIP: 760719BH6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     457000 | PA      | $480272.92    | 0.06%             | 2097-07-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     112000 | PA      | $109642.95    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: B06588225 IRS MXN R V 01MTIIE 2065882255_FLO CCPVANILLA / Short: B06588225 IRS MXN P F  9.17100 2065882255_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   48840000 | OU      | $-73413.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-4 UK DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     476333 | PA      | $541967.86    | 0.06%             | 2031-08-17      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7790.37      | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FIDELITY & GUARANTY LIFE                                                                            | Fidelity & Guaranty Life Holdings Inc                                                                                                      | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49265.30     | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XVIII Ltd                                                                                                             | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1922000 | PA      | $1894784.48   | 0.22%             | 2030-10-21      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     290000 | PA      | $289670.26    | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                                                                    | Hilton USA Trust 2016-HHV                                                                                                                  | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $516707.58    | 0.06%             | 2038-11-05      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65720.00     | 0.01%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                                            | Brookfield Finance LLC / Brookfield Finance Inc                                                                                            | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |     827000 | PA      | $522332.22    | 0.06%             | 2050-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2021-4                                                                                                              | CUSIP: 81748WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2174227 | PA      | $1892600.59   | 0.22%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     330000 | PA      | $227677.99    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                                                                                  | CUSIP: 393505B27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720339 | PA      | $662838.72    | 0.08%             | 2028-12-01      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71624 | PA      | $71528.19     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5497349 | PA      | $5156733.42   | 0.61%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $210439.28    | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152586 | PA      | $158406.89    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      90000 | PA      | $67900.63     | 0.01%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Sungard Availability Services Capital, Inc.                                                         | Sungard Availability Services                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1760 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140E24F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162568 | PA      | $151116.59    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                              | Chesapeake Energy Corp                                                                                                                     | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96497.50     | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                                                                               | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     350000 | PA      | $279662.45    | 0.03%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190552.00    | 0.02%             | 2024-09-08      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     140000 | PA      | $123436.02    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25462.11     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                               | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     380000 | PA      | $334556.74    | 0.04%             | 2033-03-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                                                                               | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1496026 | PA      | $1333595.82   | 0.16%             | 2047-04-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                                                                                     | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     684000 | PA      | $655452.21    | 0.08%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     950000 | PA      | $838404.93    | 0.10%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                                                                                 | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $43384.70     | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     220000 | PA      | $161289.90    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | 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      | $56385.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1374306 | PA      | $1235723.52   | 0.15%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     828000 | PA      | $787985.43    | 0.09%             | 2026-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47843.30     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                              | Extra Space Storage LP                                                                                                                     | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62701.95     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | 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      | $-399.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                                                                                 | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509770.00    | 0.06%             | 2024-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                                                                               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      90000 | PA      | $80436.59     | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     622810 | PA      | $596284.09    | 0.07%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL GENERAL HLDG CO                                                                            | National General Holdings Corp                                                                                                             | CUSIP: 636220AC9<br>LEI: 549300HUE7OCQI86BK16 | Long             | DBT              | CORP              | US        |     610000 | PA      | $612714.20    | 0.07%             | 2024-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3839700 | PA      | $3496526.81   | 0.41%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24605.67     | 0.00%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     220000 | PA      | $170763.23    | 0.02%             | 2041-10-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178554.98    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                                                                                   | CPPIB Capital Inc                                                                                                                          | CUSIP: 22411VAY4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $938639.70    | 0.11%             | 2024-10-21      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-15715.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co                                                                                      | Halliburton Co                                                                                                                             | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55506.82     | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                                                                            | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145020 | PA      | $122304.01    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-26494.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                                            | Banque Ouest Africaine de Developpement                                                                                                    | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    1030000 | PA      | $827804.28    | 0.10%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     650000 | PA      | $570305.66    | 0.07%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                              | Barrick North America Finance LLC                                                                                                          | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $130564.42    | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2018-3 Ltd                                                                                                                   | CUSIP: 07877TAC5<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |    1780000 | PA      | $1764027.35   | 0.21%             | 2028-10-25      | Floating      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| QUALCOMM INC                                                                                        | QUALCOMM Inc                                                                                                                               | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43788.26     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     160000 | PA      | $145973.83    | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                                                     | AstraZeneca PLC                                                                                                                            | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     959000 | PA      | $843078.38    | 0.10%             | 2026-04-08      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83297 | PA      | $74557.03     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41384.12     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7286.76      | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                                                                                   | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     240000 | PA      | $162593.27    | 0.02%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                                              | PG&E Wildfire Recovery Funding LLC                                                                                                         | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $115097.03    | 0.01%             | 2041-06-01      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                                                | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     726000 | PA      | $701541.36    | 0.08%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320070 IRS BRL R F 13.50500 2073200704_FIX CCPNDFPREDISWAP / Short: S07320070 IRS BRL P V 00MBRCDI 2073200704_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3459574 | OU      | $14859.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441546 | PA      | $411929.01    | 0.05%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75617 | PA      | $64654.63     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31402Q6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9131 | PA      | $9483.55      | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      70000 | PA      | $57842.97     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115427 | PA      | $108038.80    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     150000 | PA      | $136357.33    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SPIRIT REALTY LP                                                                                    | Spirit Realty LP                                                                                                                           | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     949000 | PA      | $841378.45    | 0.10%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                            | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     850000 | PA      | $769250.00    | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469678 | PA      | $438703.56    | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     160000 | PA      | $155509.78    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                                        | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     200000 | PA      | $138288.34    | 0.02%             | 2044-09-17      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC STORAGE                                                                                      | Public Storage                                                                                                                             | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     972000 | PA      | $860521.56    | 0.10%             | 2026-02-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Corporation                                                                 | Banc of America Funding 2006-6 Trust                                                                                                       | CUSIP: 05950RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     396834 | PA      | $331177.71    | 0.04%             | 2036-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92933.30     | 0.01%             | 2030-04-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                 | Nomura Holdings Inc                                                                                                                        | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     891000 | PA      | $812108.78    | 0.10%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     310000 | PA      | $225359.59    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| US AIRWAYS 2013-1A PTT                                                                              | US Airways 2013-1 Class A Pass Through Trust                                                                                               | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142026 | PA      | $129003.16    | 0.02%             | 2025-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                                                                                         | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     420000 | PA      | $423362.76    | 0.05%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| HERSHEY COMPANY                                                                                     | Hershey Co/The                                                                                                                             | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     160000 | PA      | $128118.55    | 0.02%             | 2030-06-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     184000 | PA      | $118173.07    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58148.82     | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                                                                                  | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82732.33     | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     590000 | PA      | $457786.13    | 0.05%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                                                                                       | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     908000 | PA      | $827019.11    | 0.10%             | 2025-11-24      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163678.00    | 0.02%             | 2026-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139748 | PA      | $1015784.78   | 0.12%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9658.07      | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19495.71     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     360000 | PA      | $334794.29    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     140000 | PA      | $114021.03    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                                            | Teachers Insurance & Annuity Association of America                                                                                        | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     140000 | PA      | $127974.06    | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72944.91     | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CNY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-41206.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75029.06     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Provincia de Cordoba                                                                                | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     200000 | PA      | $161250.00    | 0.02%             | 2025-12-10      | Variable      | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $100283.01    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                  | AmFam Holdings Inc                                                                                                                         | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $65593.15     | 0.01%             | 2051-03-11      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-14188.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $128429.76    | 0.02%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                               | Molson Coors Beverage Co                                                                                                                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31014.68     | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98992 | PA      | $88884.06     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      90000 | PA      | $84034.83     | 0.01%             | 2033-08-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CNY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-38638.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3280000 | PA      | $3087171.88   | 0.36%             | 2024-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CNY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $30155.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                                                             | United Airlines 2020-1 Class B Pass Through Trust                                                                                          | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220980 | PA      | $210237.12    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $5516.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185826.19    | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      20000 | PA      | $15276.60     | 0.00%             | 2047-02-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                                                                                    | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     863000 | PA      | $837586.54    | 0.10%             | 2025-01-28      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                                                                   | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54116.38     | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31294.39     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $7428.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      80000 | PA      | $52433.38     | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39812 | PA      | $35610.33     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        681 | NC      | $-161418.76   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4783300 | PA      | $3380821.52   | 0.40%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     370000 | PA      | $245401.32    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $99484.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                               | Goldman Sachs BDC Inc                                                                                                                      | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     860000 | PA      | $788365.05    | 0.09%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      52000 | PA      | $45400.61     | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250587.50    | 0.03%             | 2025-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37957.99     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                                                                                    | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $150705.77    | 0.02%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     290000 | PA      | $232111.39    | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                                                                            | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     130000 | PA      | $80604.47     | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114798.19    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     160000 | PA      | $147706.44    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond - WI Reopening                                                                                            | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     810000 | PA      | $793040.63    | 0.09%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Company                                                                         | Southwestern Energy Company 2021 Term Loan                                                                                                 | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |     119100 | PA      | $117611.25    | 0.01%             | 2027-06-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                             | KeyCorp                                                                                                                                    | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       6992 | NS      | $171513.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     864000 | PA      | $847867.91    | 0.10%             | 2024-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94229.44     | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     240000 | PA      | $191388.00    | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                                 | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48996.15     | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| DAE FUNDING LLC                                                                                     | DAE Funding LLC                                                                                                                            | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $204448.09    | 0.02%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| Cimarex Energy Co                                                                                   | Cimarex Energy Co                                                                                                                          | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |     130000 | PA      | $101255.81    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WGV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     574668 | PA      | $550441.26    | 0.07%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31398VWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88331 | PA      | $87471.95     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385773.58    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CORE 2019-CORE MORTGAGE TRUST                                                                       | CORE 2019-CORE Mortgage Trust                                                                                                              | CUSIP: 21871FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1216000 | PA      | $1124578.57   | 0.13%             | 2031-12-15      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| GFL Environmental Inc.                                                                              | GFL Environmental Inc. 2020 Term Loan                                                                                                      | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |      14910 | PA      | $14905.41     | 0.00%             | 2025-05-30      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     190000 | PA      | $179432.61    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     290000 | PA      | $270123.86    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                               | American Homes 4 Rent LP                                                                                                                   | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1020000 | PA      | $786754.83    | 0.09%             | 2031-07-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $46490.44     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06839969 IRS BRL R F 13.40500 2068399692_FIX CCPNDFPREDISWAP / Short: S06839969 IRS BRL P V 00MBRCDI 2068399692_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7286860 | OU      | $28237.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61406.41     | 0.01%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $23748750.00  | 2.81%             | 2023-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46672.00     | 0.01%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70774.63     | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-3951.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270068 | PA      | $239718.59    | 0.03%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2457698 | PA      | $2006009.64   | 0.24%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                                             | Quikrete Holdings, Inc. 2021 Term Loan B1                                                                                                  | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      59550 | PA      | $59010.48     | 0.01%             | 2029-03-18      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                                            | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1200000 | PA      | $1215050.50   | 0.14%             | 2024-11-19      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     827000 | PA      | $800781.94    | 0.09%             | 2025-12-10      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     963000 | PA      | $894401.07    | 0.11%             | 2026-11-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Andeavor LLC                                                                                        | Andeavor LLC                                                                                                                               | CUSIP: 03349MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $218192.64    | 0.03%             | 2026-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $540472.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     140000 | PA      | $126712.50    | 0.01%             | 2025-09-01      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $25600.63     | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16338 | PA      | $16959.64     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      80000 | PA      | $64145.53     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FXNX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1205000 | PA      | $138643.92    | 0.02%             | 2050-11-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8247.25      | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $867878.20    | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $18378.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     520000 | PA      | $397842.74    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                                              | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     360000 | PA      | $340476.68    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                                            | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $390420.97    | 0.05%             | 2025-08-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     140000 | PA      | $100925.27    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Funding                                                                         | Towd Point Mortgage Funding 2019 - Granite4 PLC                                                                                            | CUSIP: 000000000<br>LEI: 635400655NWVVZHH1395 | Long             | ABS-MBS          | CORP              | GB        |    1822034 | PA      | $2195883.94   | 0.26%             | 2051-10-20      | Floating      | 4.07%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-39.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                                          | 3M Co                                                                                                                                      | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22964.19     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162716 | PA      | $145825.84    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B06667943 CDS USD R V 03MEVENT 2066679434_PRO CCPCDX / Short: B06667943 CDS USD P F  1.00000 2066679434_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     949000 | OU      | $55472.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman CLO XV                                                                                                                    | CUSIP: 64129KBE6<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |    2766000 | PA      | $2732099.90   | 0.32%             | 2029-10-15      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $127500.00    | 0.02%             | 2027-12-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $561781.80    | 0.07%             | 2028-08-08      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                                                                               | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      80000 | PA      | $55684.68     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2091000 | PA      | $1894233.64   | 0.22%             | 2025-06-30      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                                    | Enstar Group Ltd                                                                                                                           | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     866000 | PA      | $793629.76    | 0.09%             | 2029-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    1614000 | PA      | $1574101.92   | 0.19%             | 2024-06-20      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Funding                                                                         | Towd Point Mortgage Funding 2019-Auburn 13 PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400HPLEYAA7LW8Q98 | Long             | ABS-MBS          | CORP              | GB        |     885000 | PA      | $1014925.84   | 0.12%             | 2045-07-20      | Floating      | 4.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37272.11     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84293.75     | 0.01%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223319 CDS USD R V 03MEVENT 2072233195_PRO CCPCDX / Short: B07223319 CDS USD P F  1.00000 2072233195_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     256000 | OU      | $14964.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                                                                            | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     994000 | PA      | $790559.80    | 0.09%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                                                | Colombia Government International Bond                                                                                                     | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $195750.00    | 0.02%             | 2024-02-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     952000 | PA      | $831512.34    | 0.10%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     120000 | PA      | $81098.04     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                                                                             | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     969000 | PA      | $758680.04    | 0.09%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    1530000 | PA      | $1377000.00   | 0.16%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29008.68     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                                                                                    | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44739.19     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28782.73     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1178756.40   | 0.14%             | 2039-09-13      | Variable      | 3.74%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $311950.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      60000 | PA      | $40775.05     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     560000 | PA      | $442100.16    | 0.05%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                                                                             | Laboratory Corp of America Holdings                                                                                                        | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     886000 | PA      | $858515.62    | 0.10%             | 2024-09-01      | Fixed         | 3.25%                 | 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        |     150000 | PA      | $119400.00    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $6937.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1685.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $7226.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                                                                                  | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $58962.87     | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31414EHC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81591 | PA      | $84617.97     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade RE 2021-3 Ltd                                                                                                                   | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380000 | PA      | $2255253.49   | 0.27%             | 2031-09-25      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2281537 | PA      | $2031087.14   | 0.24%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $6030.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -54 | NC      | $30279.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1170000 | PA      | $760500.00    | 0.09%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                                              | Amur Equipment Finance Receivables XI LLC                                                                                                  | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    1437000 | PA      | $1421137.53   | 0.17%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                                                                              | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      67669 | PA      | $60373.80     | 0.01%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1603000 | PA      | $1347208.79   | 0.16%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                                                                        | ELP Commercial Mortgage Trust 2021-ELP                                                                                                     | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     926000 | PA      | $858658.59    | 0.10%             | 2038-11-15      | Floating      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                                                            | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     420000 | PA      | $320613.22    | 0.04%             | 2031-10-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 24 Ltd                                                                                                  | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |     581349 | PA      | $573629.41    | 0.07%             | 2030-04-19      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $34701.62     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     310000 | PA      | $316345.31    | 0.04%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                                | BX Commercial Mortgage Trust 2019-XL                                                                                                       | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1201050 | PA      | $1159090.12   | 0.14%             | 2036-10-15      | Floating      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                                                                                                        | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     821000 | PA      | $802820.35    | 0.09%             | 2025-11-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     230000 | PA      | $196868.33    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2183292.71  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS074344 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS074344 CDS USD P F  5.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2227500 | OU      | $-46122.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     280000 | PA      | $221312.53    | 0.03%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299072 | PA      | $299330.15    | 0.04%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128123 | PA      | $113729.41    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19548 | PA      | $20408.19     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     250000 | PA      | $243895.45    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37120.94     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6105000 | PA      | $5564612.14   | 0.66%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     675056 | PA      | $595172.55    | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-13436.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1798.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     948000 | PA      | $854334.76    | 0.10%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47916.18     | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     170000 | PA      | $121259.39    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139286.30    | 0.02%             | 2023-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     120000 | PA      | $105226.80    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3165000 | PA      | $2996241.22   | 0.35%             | 2024-08-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                                            | CenterPoint Energy Houston Electric LLC                                                                                                    | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     190000 | PA      | $170256.20    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Unum Group                                                                                          | Unum Group                                                                                                                                 | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     796000 | PA      | $715485.93    | 0.08%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                                                                         | Workday Inc                                                                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     280000 | PA      | $247166.33    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     892000 | PA      | $800098.77    | 0.09%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     395298 | PA      | $457425.78    | 0.05%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                                                                                       | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     320000 | PA      | $213271.72    | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                                                                                                      | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     230000 | PA      | $214293.33    | 0.03%             | 2027-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21683 | PA      | $22437.50     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $143771.69    | 0.02%             | 2025-09-12      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| EOG RESOURCES INC                                                                                   | EOG Resources Inc                                                                                                                          | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125666.60    | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        404 | NC      | $-9985.43     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     370000 | PA      | $454723.20    | 0.05%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $9727.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     190000 | PA      | $150018.18    | 0.02%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64200.97     | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS074161 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS074161 CDS USD P F  1.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4550000 | OU      | $-47856.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     454240 | PA      | $534280.32    | 0.06%             | 2067-12-16      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $189081.28    | 0.02%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128MJX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     101388 | PA      | $97179.91     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                                    | CUSIP: 05969LAA9<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |     711000 | PA      | $694113.75    | 0.08%             | 2024-06-06      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                                            | American Transmission Systems Inc                                                                                                          | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $155925.71    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $119718.75    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $2090843.75   | 0.25%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     631775 | PA      | $449183.42    | 0.05%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     834000 | PA      | $813833.29    | 0.10%             | 2024-04-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-22477.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     734000 | PA      | $708049.32    | 0.08%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     350000 | PA      | $321348.36    | 0.04%             | 2026-06-09      | Fixed         | 2.22%                 | Yes           | 2                  | On Loan: No      |
| Aon Corp                                                                                            | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     172000 | PA      | $176730.00    | 0.02%             | 2027-01-01      | Fixed         | 8.21%                 | No            | 2                  | On Loan: No      |
| Target Corp                                                                                         | Target Corp                                                                                                                                | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129609.52    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7316.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43019.40     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                                                                                   | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     877000 | PA      | $873983.12    | 0.10%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                                               | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $561769.14    | 0.07%             | 2047-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $11532.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     390000 | PA      | $323136.38    | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     190000 | PA      | $127588.83    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5065000 | PA      | $4342446.09   | 0.51%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     160000 | PA      | $138146.88    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142526.92    | 0.02%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                                                                               | Reynolds American Inc                                                                                                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      70000 | PA      | $59625.78     | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                                                                                       | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11163.84     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                                                                            | CUSIP: 46649TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94493 | PA      | $84733.12     | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166778 | PA      | $149279.30    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                                              | Allied World Assurance Co Holdings Ltd                                                                                                     | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |     849000 | PA      | $812967.08    | 0.10%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORP                                                                               | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     120000 | PA      | $98311.99     | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                                                                              | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $360165.85    | 0.04%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25416.45     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     410000 | PA      | $377829.62    | 0.04%             | 2028-03-13      | Fixed         | 4.04%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1318.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116012 | PA      | $103957.83    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                     | UPM-Kymmene Oyj                                                                                                                            | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |     699000 | PA      | $738468.58    | 0.09%             | 2027-11-26      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                                            | Johnson Controls International plc                                                                                                         | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     839000 | PA      | $820232.69    | 0.10%             | 2024-07-02      | Variable      | 3.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1718000 | PA      | $1733287.87   | 0.20%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| CLOROX COMPANY                                                                                      | Clorox Co/The                                                                                                                              | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     220000 | PA      | $175157.13    | 0.02%             | 2030-05-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     700000 | PA      | $643665.83    | 0.08%             | 2028-04-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                                                                                        | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     872000 | PA      | $815862.64    | 0.10%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $53555.89     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06542638 IRS BRL R F 11.39500 2065426389_FIX CCPNDFPREDISWAP / Short: S06542638 IRS BRL P V 00MBRCDI 2065426389_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3994367 | OU      | $-21233.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORP                                                                                   | Lam Research Corp                                                                                                                          | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      60000 | PA      | $40092.68     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77213 | PA      | $65977.88     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5030000 | PA      | $4764169.03   | 0.56%             | 2034-08-15      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     330000 | PA      | $311765.78    | 0.04%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B06816179 IRS PLN R V 06MWIBOR 2068161797_FLO CCPVANILLA / Short: B06816179 IRS PLN P F  6.14100 2068161797_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1417343 | OU      | $116.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173680.00    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53079.33     | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      20000 | PA      | $13620.95     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                                                                            | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $487685.15    | 0.06%             | 2031-08-21      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                                                            | Visa Inc                                                                                                                                   | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      70000 | PA      | $53025.83     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     410000 | PA      | $410007.20    | 0.05%             | 2025-12-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                                   | DISH Network Corp                                                                                                                          | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     310000 | PA      | $279310.00    | 0.03%             | 2024-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2485000 | PA      | $2457582.25   | 0.29%             | 2036-05-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     460000 | PA      | $434513.43    | 0.05%             | 2024-02-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     754000 | PA      | $690842.12    | 0.08%             | 2044-03-26      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5245315 | PA      | $5172775.92   | 0.61%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                                                                              | CUSIP: 902674XN5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $168388.81    | 0.02%             | 2048-06-26      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     653000 | PA      | $640636.82    | 0.08%             | 2026-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                       | Focus Financial Partners, LLC 2022 Term Loan B5                                                                                            | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     145007 | PA      | $143073.78    | 0.02%             | 2028-06-30      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B06816157 IRS PLN R V 06MWIBOR 2068161573_FLO CCPVANILLA / Short: B06816157 IRS PLN P F  6.11650 2068161573_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4082657 | OU      | $1261.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1589122 | PA      | $1406905.60   | 0.17%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240943 | PA      | $216556.78    | 0.03%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25620.94     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $727779.96    | 0.09%             | 2036-08-15      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     970000 | PA      | $858996.99    | 0.10%             | 2026-09-17      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                                                                               | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     120000 | PA      | $101400.00    | 0.01%             | 2024-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     250000 | PA      | $204162.58    | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM XXIII Ltd                                                                                                                              | CUSIP: 52111PAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     929115 | PA      | $916958.24    | 0.11%             | 2029-10-20      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares LXI CLO Ltd                                                                                                                           | CUSIP: 04019DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4022000 | PA      | $3914821.74   | 0.46%             | 2034-10-20      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                                                                                        | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1515000 | PA      | $1475326.09   | 0.17%             | 2034-04-25      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $118866.65    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Radian Group Inc                                                                                    | Radian Group Inc                                                                                                                           | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     878000 | PA      | $846883.68    | 0.10%             | 2024-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                                                                              | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     854000 | PA      | $776283.75    | 0.09%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $61137.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   76597800 | PA      | $3636002.62   | 0.43%             | 2024-09-12      | Fixed         | 7.19%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     856000 | PA      | $818900.40    | 0.10%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     906000 | PA      | $842529.06    | 0.10%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115635.11    | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $21603.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                                                                              | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     608000 | PA      | $661265.21    | 0.08%             | 2037-04-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70466.39     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                              | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                                                                                | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     177854 | PA      | $171703.53    | 0.02%             | 2027-11-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                                                            | Visa Inc                                                                                                                                   | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50699.95     | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                                                                                    | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     910000 | PA      | $841583.80    | 0.10%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                                                                             | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     991000 | PA      | $938696.75    | 0.11%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1415212 | PA      | $1212738.33   | 0.14%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $52772.86     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      60000 | PA      | $64785.90     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $138564.82    | 0.02%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18940.08     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     812000 | PA      | $767631.99    | 0.09%             | 2025-09-27      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     140000 | PA      | $115327.06    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                                                               | American Airlines Inc                                                                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     400000 | PA      | $429039.70    | 0.05%             | 2025-07-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                            | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     840000 | PA      | $812352.87    | 0.10%             | 2025-04-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Nyack Park CLO, Ltd.                                                                                | NYACK Park CLO Ltd                                                                                                                         | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5290000 | PA      | $5149148.46   | 0.61%             | 2034-10-20      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132JMFT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     324927 | PA      | $304690.87    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1528832.04   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                                                                          | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1759000 | PA      | $1689186.70   | 0.20%             | 2031-06-25      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EGEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     218493 | PA      | $210534.92    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                                               | Nederlandse Waterschapsbank NV                                                                                                             | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     781000 | PA      | $830879.52    | 0.10%             | 2023-04-14      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re III Ltd                                                                                                                         | CUSIP: 67400KAB6<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |    1114848 | PA      | $1103963.65   | 0.13%             | 2029-07-25      | Floating      | 6.34%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186580.00    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     900000 | PA      | $816833.70    | 0.10%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32083 | PA      | $32158.53     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -327 | NC      | $525230.09    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                                             | Sun Communities Operating LP                                                                                                               | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    1087000 | PA      | $857991.10    | 0.10%             | 2031-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RHX3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     450000 | PA      | $467692.79    | 0.06%             | 2028-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25423.08     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8133.74      | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                                                                               | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      70000 | PA      | $47076.56     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $253230.30    | 0.03%             | 2026-11-21      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06770990 IRS BRL R F 12.93000 2067709903_FIX CCPNDFPREDISWAP / Short: S06770990 IRS BRL P V 00MBRCDI 2067709903_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2344646 | OU      | $4163.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                                            | Anheuser-Busch InBev Worldwide Inc                                                                                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49429.89     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2862000 | PA      | $2433594.38   | 0.29%             | 2028-01-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     130000 | PA      | $107539.86    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B06168780 IRS EUR R V 06MEURIB 2061687800_FLO CCPVANILLA / Short: B06168780 IRS EUR P F  3.27000 2061687800_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2400000 | OU      | $-3226.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-7518.89     | -0.00%            |  |  |  | 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      | $117264.11    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     190000 | PA      | $120866.45    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     110000 | PA      | $76806.39     | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     978000 | PA      | $796918.22    | 0.09%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1597000 | PA      | $1354829.93   | 0.16%             | 2027-07-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                                                                                        | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $155920.80    | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                                          | Nexstar Broadcasting, Inc. 2019 Term Loan B4                                                                                               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     210119 | PA      | $208175.33    | 0.02%             | 2026-09-18      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39475.12     | 0.00%             | 2024-04-29      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     310000 | PA      | $269700.00    | 0.03%             | 2023-12-11      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18085.13     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                                                                                         | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $607440.00    | 0.07%             | 2025-12-23      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                                                                                        | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28522.21     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     318000 | PA      | $294274.94    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                                                | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     150000 | PA      | $134622.02    | 0.02%             | 2049-03-19      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84167 | PA      | $83547.11     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                                                                           | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     974683 | PA      | $707247.23    | 0.08%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                                                                                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3822000 | PA      | $3659827.57   | 0.43%             | 2039-03-19      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-7                                                                                                            | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3863948 | PA      | $3423088.65   | 0.40%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $22286.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      30000 | PA      | $21666.71     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                                                                  | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1                                                               | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     231704 | PA      | $199074.67    | 0.02%             | 2037-06-27      | Variable      | 3.46%                 | Yes           | 2                  | On Loan: No      |
| Verscend Holding Corp.                                                                              | Verscend Holding Corp. 2021 Term Loan B                                                                                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98195 | PA      | $97370.75     | 0.01%             | 2025-08-27      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $277488.89    | 0.03%             | 2026-02-01      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     130000 | PA      | $103736.59    | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust                                                            | CUSIP: 93934FGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384832 | PA      | $302256.89    | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     240000 | PA      | $192064.48    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73522.81     | 0.01%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                                                                                                          | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39213.22     | 0.00%             | 2026-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     801000 | PA      | $750216.60    | 0.09%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                                                                                    | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     861000 | PA      | $807563.70    | 0.10%             | 2027-06-01      | Fixed         | 3.45%                 | 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      | $11535.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31403GRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2731 | PA      | $2778.92      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                                                                      | Caesars Resort Collection, LLC 2020 Term Loan B1                                                                                           | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |      44079 | PA      | $43929.00     | 0.01%             | 2025-07-21      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     500000 | PA      | $367380.16    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137075.37    | 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        |     664000 | PA      | $706809.53    | 0.08%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                                        | ING Groep NV                                                                                                                               | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     897000 | PA      | $849584.34    | 0.10%             | 2027-03-29      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EMF- UK PLC                                                                                         | EMF-UK 2008-1 PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800C63TEI231V9H42 | Long             | ABS-MBS          | CORP              | GB        |     549410 | PA      | $645558.91    | 0.08%             | 2046-03-13      | Floating      | 4.49%                 | Yes           | 2                  | On Loan: No      |
| Vornado Realty LP                                                                                   | Vornado Realty LP                                                                                                                          | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |     912000 | PA      | $850811.69    | 0.10%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33281.63     | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $85716.24     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41456.35     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50791.85     | 0.01%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                                                                      | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                                                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     102793 | PA      | $102467.60    | 0.01%             | 2024-12-23      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                                                                             | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     350000 | PA      | $303988.13    | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82927.49     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     180000 | PA      | $157125.60    | 0.02%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $1463.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-278279.64   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     722000 | PA      | $684654.43    | 0.08%             | 2027-03-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-678.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54222.50     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     879000 | PA      | $819228.11    | 0.10%             | 2027-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     969000 | PA      | $837753.91    | 0.10%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                                                                             | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      40000 | PA      | $30763.60     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2985000 | PA      | $2810913.87   | 0.33%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                                   | L3Harris Technologies Inc                                                                                                                  | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     240000 | PA      | $204719.30    | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                             | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37739.26     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                                                                                       | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     921000 | PA      | $770516.66    | 0.09%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2638000 | PA      | $2577085.15   | 0.30%             | 2037-05-15      | Floating      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| ICICI Bank Ltd/Dubai                                                                                | ICICI Bank Ltd/Dubai                                                                                                                       | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     782000 | PA      | $743678.73    | 0.09%             | 2026-03-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                                        | Genesee & Wyoming Inc. (New) Term Loan                                                                                                     | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      76344 | PA      | $75847.52     | 0.01%             | 2026-12-30      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                                                            | Andorra International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    4400000 | PA      | $3731715.38   | 0.44%             | 2031-05-06      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      90000 | PA      | $71518.57     | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     110000 | PA      | $81675.00     | 0.01%             | 2028-02-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $144180.85    | 0.02%             | 2042-08-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                                                                         | Prologis LP                                                                                                                                | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     230000 | PA      | $174355.54    | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-28526.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                                                                                   | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987000 | PA      | $939903.42    | 0.11%             | 2037-12-15      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                                            | Pioneer Natural Resources Co                                                                                                               | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     908000 | PA      | $809306.67    | 0.10%             | 2026-01-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                                             | New York Life Insurance Co                                                                                                                 | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114699.21    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Georgia Power Co                                                                                    | Georgia Power Co                                                                                                                           | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     858000 | PA      | $792640.61    | 0.09%             | 2027-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     718649 | PA      | $819705.91    | 0.10%             | 2044-06-12      | Floating      | 3.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                                                                                | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104189 | PA      | $106845.93    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                                                                             | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      20000 | PA      | $14301.18     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     117000 | PA      | $70744.85     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                                                                                       | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33278.28     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     370000 | PA      | $387249.72    | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06712485 IRS BRL R F 12.73000 2067124855_FIX CCPNDFPREDISWAP / Short: S06712485 IRS BRL P V 00MBRCDI 2067124855_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3214744 | OU      | $2844.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     882000 | PA      | $823832.27    | 0.10%             | 2027-08-11      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-6130.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                                             | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0DR6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1230000 | PA      | $1232275.16   | 0.15%             | 2025-02-04      | Floating      | 4.27%                 | 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        |      50000 | PA      | $45453.76     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                                   | Johnson & Johnson                                                                                                                          | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     130000 | PA      | $89444.12     | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                                                                              | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     985000 | PA      | $711344.64    | 0.08%             | 2037-04-10      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA CORP                                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24294.25     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     260000 | PA      | $238227.60    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $103130.08    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7494.24      | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4210000 | PA      | $4459968.75   | 0.53%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                                              | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     100000 | PA      | $59000.00     | 0.01%             | 2065-12-21      | Variable      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2020-4 Ltd                                                                                                                   | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     397530 | PA      | $397139.62    | 0.05%             | 2030-06-25      | Floating      | 7.99%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36106.44     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     827000 | PA      | $809038.70    | 0.10%             | 2024-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1399000 | PA      | $1003673.21   | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     874000 | PA      | $831623.23    | 0.10%             | 2024-10-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5842934 | PA      | $4786951.70   | 0.57%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                             | Piedmont Natural Gas Co Inc                                                                                                                | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     869000 | PA      | $796343.76    | 0.09%             | 2029-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81080 | PA      | $72672.78     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAC9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $191206.42    | 0.02%             | 2025-08-08      | Fixed         | 5.63%                 | Yes           | 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        |     220000 | PA      | $198649.00    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FRESNILLO PLC                                                                                       | Fresnillo PLC                                                                                                                              | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $204690.05    | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     325000 | PA      | $296907.62    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $167315.01    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                                                                            | TWDC Enterprises 18 Corp                                                                                                                   | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     552000 | PA      | $624906.54    | 0.07%             | 2032-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     280000 | PA      | $245649.99    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288490 | PA      | $282730.07    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $74346.73     | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $369116.38    | 0.04%             | 2026-01-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                                                                                   | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28811.14     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                                                                             | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $83827.03     | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     410000 | PA      | $308065.12    | 0.04%             | 2047-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Riserva CLO, Ltd.                                                                                   | Riserva Clo Ltd                                                                                                                            | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $911630.80    | 0.11%             | 2034-01-18      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $2860.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                                              | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     706000 | PA      | $617689.72    | 0.07%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7767000 | PA      | $6113781.93   | 0.72%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      70000 | PA      | $57544.99     | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      20000 | PA      | $14647.80     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18058.40     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70497.31     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                                                                                       | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56475.15     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65105.40     | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                  | AmFam Holdings Inc                                                                                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $93236.48     | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                                                                                        | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     882000 | PA      | $822165.55    | 0.10%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                                                                                       | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     966000 | PA      | $828190.21    | 0.10%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S06175360 IRS EUR R F  3.43000 2061753603_FIX CCPVANILLA / Short: S06175360 IRS EUR P V 06MEURIB 2061753603_FLO CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2639276 | OU      | $55292.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Main Street Capital Corp                                                                            | Main Street Capital Corp                                                                                                                   | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     728000 | PA      | $717576.56    | 0.08%             | 2024-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     888000 | PA      | $789458.64    | 0.09%             | 2026-10-24      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                                                                             | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     690000 | PA      | $656155.02    | 0.08%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| UNEDIC                                                                                              | UNEDIC ASSEO                                                                                                                               | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1604331.90   | 0.19%             | 2023-04-05      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                                             | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     100000 | PA      | $64500.00     | 0.01%             | 2065-12-21      | Variable      | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                                 | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |          1 | NC      | $5117.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     240000 | PA      | $177594.04    | 0.02%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85820.62     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     900000 | PA      | $875250.00    | 0.10%             | 2024-04-13      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2013-375P                                                                                              | CUSIP: 17320QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1418000 | PA      | $1291419.68   | 0.15%             | 2035-05-10      | Variable      | 3.52%                 | Yes           | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $172754.66    | 0.02%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27070.10     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     553000 | PA      | $575405.78    | 0.07%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| FORTINET INC                                                                                        | Fortinet Inc                                                                                                                               | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     130000 | PA      | $100065.89    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123377.80    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8757.49      | 0.00%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      60000 | PA      | $36606.01     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     120000 | PA      | $111912.30    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     666000 | PA      | $552696.54    | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        641 | NC      | $-287229.04   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                            | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63576.54     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $576786.25    | 0.07%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287673 | PA      | $245321.37    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $873972.00    | 0.10%             | 2025-05-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-8621.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78461.27     | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $53783.36     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     110000 | PA      | $87424.32     | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38381.12     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     270000 | PA      | $207928.84    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2021-3 LLC                                                                                                                            | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     861603 | PA      | $768129.04    | 0.09%             | 2026-04-25      | Variable      | 1.87%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8063.90      | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     170000 | PA      | $160006.67    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   48670000 | PA      | $2124231.39   | 0.25%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                               | Micron Technology Inc                                                                                                                      | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     140000 | PA      | $104681.62    | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $329999.68    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XLVIII Ltd                                                                                                            | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1158000 | PA      | $1138684.56   | 0.13%             | 2033-04-19      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26120.87     | 0.00%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     853000 | PA      | $825158.36    | 0.10%             | 2024-06-12      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     859000 | PA      | $827393.67    | 0.10%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      90000 | PA      | $70189.52     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY CORP                                                                                   | Kimco Realty Corp                                                                                                                          | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     310000 | PA      | $237997.15    | 0.03%             | 2031-12-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                                                                                   | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     220000 | PA      | $177660.71    | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79000.00     | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2942.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31405JNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        422 | PA      | $423.55       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8417.76      | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                                              | PG&E Wildfire Recovery Funding LLC                                                                                                         | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28959.11     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9542.51      | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36981.14     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $13541.36     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1282000 | PA      | $1239940.79   | 0.15%             | 2036-05-15      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                                                                                          | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1475000 | PA      | $1364017.31   | 0.16%             | 2033-10-25      | Floating      | 6.93%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     110000 | PA      | $90984.30     | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     144009 | PA      | $143174.29    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1521000 | PA      | $1615004.70   | 0.19%             | 2027-02-22      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-164214.27   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $15855.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                                                                                        | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      30000 | PA      | $16791.48     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                                                                               | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     699000 | PA      | $688240.60    | 0.08%             | 2025-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                                                               | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     240000 | PA      | $191901.60    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     120000 | PA      | $95144.54     | 0.01%             | 2031-09-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56914.13     | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corporation                                                                    | Garda World Security Corporation 2021 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      68707 | PA      | $66679.70     | 0.01%             | 2026-10-30      | Floating      | 8.93%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                                                          | Cigna Corp                                                                                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55681.97     | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     952000 | PA      | $805351.24    | 0.10%             | 2027-09-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      34175 | PA      | $9072.01      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     887000 | PA      | $823846.63    | 0.10%             | 2027-03-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     430000 | PA      | $327899.58    | 0.04%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3050000 | PA      | $2898333.99   | 0.34%             | 2025-05-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -27 | NC      | $38125.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     170000 | PA      | $146200.00    | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                                                                          | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     877000 | PA      | $852004.65    | 0.10%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                                                                                  | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37868.99     | 0.00%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                                                                                | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     894000 | PA      | $856646.03    | 0.10%             | 2025-04-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129054.51    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                              | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42729.50     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Provincia de Cordoba                                                                                | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     230000 | PA      | $151800.00    | 0.02%             | 2027-06-01      | Variable      | 6.99%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     627700 | PA      | $613770.33    | 0.07%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38794.32     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      40000 | PA      | $45299.87     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1651000 | PA      | $1482417.41   | 0.18%             | 2025-09-30      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     160000 | PA      | $121885.13    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        105 | NC      | $-183134.87   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38742.65     | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36195 | PA      | $33861.09     | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     120000 | PA      | $112591.83    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9350.79      | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $-336.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S06941302 IRS CNY R F  2.71050 2069413027_FIX CCPNDF / Short: S06941302 IRS CNY P V 00MCNRR 2069413027_FLO CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   36036890 | OU      | $-18260.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11483000 | PA      | $10925895.14  | 1.29%             | 2025-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2058000 | PA      | $1195119.39   | 0.14%             | 2051-10-25      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2550000 | PA      | $2462742.19   | 0.29%             | 2025-10-31      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                                                                                          | CUSIP: 46654WAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000208 | PA      | $2572327.76   | 0.30%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 15 Ltd                                                                                  | Elmwood CLO 15 Ltd                                                                                                                         | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2723000 | PA      | $2661642.64   | 0.31%             | 2035-04-22      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52886.56     | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $5875.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07070342 CDS USD R V 03MEVENT 2070703427_PRO CCPCDX / Short: B07070342 CDS USD P F  1.00000 2070703427_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1826000 | OU      | $106736.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69755.78     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                                       | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     260000 | PA      | $192531.41    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $218437.80    | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     783000 | PA      | $653580.91    | 0.08%             | 2054-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     750000 | PA      | $708893.19    | 0.08%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1150000 | PA      | $1001727.48   | 0.12%             | 2027-06-23      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $97739.18     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                                           | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     821000 | PA      | $796662.04    | 0.09%             | 2025-06-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $159823.94    | 0.02%             | 2023-07-17      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Ambac Assurance Corp                                                                                | Ambac Assurance Corp                                                                                                                       | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |        881 | PA      | $1233.97      | 0.00%             | 2099-12-31      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34028.53     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     669000 | PA      | $682322.99    | 0.08%             | 2032-05-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                                                                                     | San Diego Gas & Electric Co                                                                                                                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77630.99     | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                                                                                      | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $820290.10    | 0.10%             | 2027-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXIII Ltd                                                                                                             | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4194000 | PA      | $4140035.80   | 0.49%             | 2031-07-27      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-175074.40   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite Xxxiii Ltd                                                                                                                       | CUSIP: 55953YAA4<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |    3892903 | PA      | $3833606.30   | 0.45%             | 2035-07-20      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     220000 | PA      | $227106.80    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Yamana Gold Inc                                                                                     | Yamana Gold Inc                                                                                                                            | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $290182.75    | 0.03%             | 2027-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                                                                                         | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     944000 | PA      | $731655.18    | 0.09%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34674.11     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Newgate Funding PLC                                                                                 | Newgate Funding PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |    2189189 | PA      | $2188260.69   | 0.26%             | 2050-12-01      | Floating      | 1.81%                 | Yes           | 2                  | On Loan: No      |
| Hospitality Mortgage Trust                                                                          | HPLY Trust 2019-HIT                                                                                                                        | CUSIP: 40443RAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144696 | PA      | $1084193.33   | 0.13%             | 2036-11-15      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      90000 | PA      | $61245.13     | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $46153.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208509.60    | 0.02%             | 2027-11-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59081.40     | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1799000 | PA      | $1697454.89   | 0.20%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140KHH46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600288 | PA      | $511053.42    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                                                  | Banco de Bogota SA                                                                                                                         | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     877000 | PA      | $796316.00    | 0.09%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54817.34     | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6200000 | PA      | $6065828.16   | 0.72%             | 2024-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51008.99     | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Eurosail Plc                                                                                        | Eurosail PRIME-UK 2007-A PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800JGRFCGENSNQ494 | Long             | ABS-MBS          | CORP              | GB        |     429872 | PA      | $499899.68    | 0.06%             | 2045-09-13      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102575.03    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Winwater Mortgage Loan Trust                                                                        | WinWater Mortgage Loan Trust 2014-1                                                                                                        | CUSIP: 97652PAA9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-MBS          | CORP              | US        |      94633 | PA      | $87707.24     | 0.01%             | 2044-06-20      | Variable      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $148514.11    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                                                                                         | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     871000 | PA      | $784876.68    | 0.09%             | 2027-10-02      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      55000 | PA      | $49364.97     | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31394CF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91150 | PA      | $90508.41     | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                                                                  | Roche Holdings Inc                                                                                                                         | CUSIP: 771196BJ0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     842000 | PA      | $804612.51    | 0.10%             | 2025-11-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     860000 | PA      | $853511.63    | 0.10%             | 2026-09-09      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3263457.86  | -0.39%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     881000 | PA      | $807184.17    | 0.10%             | 2025-06-11      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     120000 | PA      | $88882.59     | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     661000 | PA      | $635931.13    | 0.08%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2972000 | PA      | $2834661.09   | 0.33%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAD2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88312.50     | 0.01%             | 2023-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     290000 | PA      | $285871.64    | 0.03%             | 2024-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $211678.05    | 0.03%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $6637.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      60000 | PA      | $47668.75     | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                                                                                 | CUSIP: 98105FAC8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     734000 | PA      | $722116.54    | 0.09%             | 2024-04-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PEPSICO INC                                                                                         | PepsiCo Inc                                                                                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141433.54    | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $849840.79    | 0.10%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                                                               | Prime Security Services Borrower, LLC 2021 Term Loan                                                                                       | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     105964 | PA      | $104915.31    | 0.01%             | 2026-09-23      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320047 IRS BRL R F 13.47000 2073200476_FIX CCPNDFPREDISWAP / Short: S07320047 IRS BRL P V 00MBRCDI 2073200476_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1738406 | OU      | $7210.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GE CAPITAL EURO FUNDING                                                                             | GE Capital European Funding Unlimited Co                                                                                                   | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |      40000 | PA      | $50034.95     | 0.01%             | 2038-03-01      | Fixed         | 6.03%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     120000 | PA      | $80081.10     | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                                                                                          | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1465000 | PA      | $1436318.08   | 0.17%             | 2033-10-25      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     824000 | PA      | $673142.13    | 0.08%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -54 | NC      | $318725.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     340000 | PA      | $256494.07    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70562.40     | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: B06611632 IRS MXN R V 01MTIIE 2066116329_FLO CCPVANILLA / Short: B06611632 IRS MXN P F  9.24500 2066116329_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25160000 | OU      | $-44055.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RMAC Securities PLC                                                                                 | RMAC Securities No 1 PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |     328064 | PA      | $377804.98    | 0.04%             | 2044-06-12      | Floating      | 3.66%                 | Yes           | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                                                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $12148.75     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                                             | Massachusetts Mutual Life Insurance Co                                                                                                     | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $48384.62     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     270000 | PA      | $274781.68    | 0.03%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-14834.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                                             | Deutsche Bank AG/London                                                                                                                    | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     890000 | PA      | $874502.57    | 0.10%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| YAMANA GOLD INC                                                                                     | Yamana Gold Inc                                                                                                                            | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $22401.69     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84952.46     | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                                                | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 7466000000 | PA      | $465441.01    | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39810.11     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     120000 | PA      | $98881.37     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                                                                             | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      40000 | PA      | $27826.17     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146593 | PA      | $131965.85    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7522.39      | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38679.41     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B06917415 IRS PLN R V 06MWIBOR 2069174153_FLO CCPVANILLA / Short: B06917415 IRS PLN P F  6.03750 2069174153_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6700000 | OU      | $6962.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                                                                             | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     190000 | PA      | $126724.33    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                                                                                 | Progress Energy Inc                                                                                                                        | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     559000 | PA      | $609507.95    | 0.07%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     730000 | PA      | $753132.10    | 0.09%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-38757.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2020-1 Ltd                                                                                                                       | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |     101506 | PA      | $101362.05    | 0.01%             | 2030-01-25      | Floating      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31292KZ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84254 | PA      | $85416.41     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2121000 | PA      | $1935743.91   | 0.23%             | 2025-04-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     971000 | PA      | $802909.48    | 0.09%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $66045.71     | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                                   | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     901000 | PA      | $870794.86    | 0.10%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65194 | PA      | $67469.99     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      20000 | PA      | $19146.02     | 0.00%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $156106.13    | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31410WDG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        837 | PA      | $812.27       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                                                                                 | CUSIP: 283695BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $371476.86    | 0.04%             | 2026-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                                                                            | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan                                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      65582 | PA      | $64639.98     | 0.01%             | 2028-08-17      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103712.00    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      30000 | PA      | $18552.76     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                 | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18109.64     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CNY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $29716.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $149077.87    | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO Ltd                                                                                     | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2486000 | PA      | $2358098.03   | 0.28%             | 2036-09-17      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| NBCUniversal Media LLC                                                                              | NBCUniversal Media LLC                                                                                                                     | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6154.17      | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Physicians Realty LP                                                                                | Physicians Realty LP                                                                                                                       | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     838000 | PA      | $790086.46    | 0.09%             | 2027-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     360000 | PA      | $306677.85    | 0.04%             | 2033-04-06      | Fixed         | 3.76%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40574 | PA      | $41923.39     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                               | Owl Rock Capital Corp                                                                                                                      | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     939000 | PA      | $862019.34    | 0.10%             | 2026-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HANA BANK                                                                                           | Hana Bank                                                                                                                                  | CUSIP: 40963LAH7<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     874000 | PA      | $851734.93    | 0.10%             | 2024-09-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     450000 | PA      | $389250.00    | 0.05%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8761000 | PA      | $126358.15    | 0.01%             | 2039-09-13      | Variable      | 0.34%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $487748.43    | 0.06%             | 2023-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                                             | Oversea-Chinese Banking Corp Ltd                                                                                                           | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     646000 | PA      | $637729.24    | 0.08%             | 2024-06-19      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AMER AIRLINE 17-1B PTT                                                                              | American Airlines 2017-1 Class B Pass Through Trust                                                                                        | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     159805 | PA      | $150265.97    | 0.02%             | 2025-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $46642.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bausch Health Cos Inc                                                                               | Bausch Health Cos Inc                                                                                                                      | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $135922.66    | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $5446.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7719.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166898 | PA      | $137418.46    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     840000 | PA      | $823007.86    | 0.10%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           | 2                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     728000 | PA      | $793661.34    | 0.09%             | 2029-02-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                                                                                    | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     976000 | PA      | $863943.70    | 0.10%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62302.65     | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                                                                                       | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2072000 | PA      | $2027019.78   | 0.24%             | 2033-12-27      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                             | Southern Co Gas Capital Corp                                                                                                               | CUSIP: 001192AD5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     196000 | PA      | $191854.33    | 0.02%             | 2034-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-OAT FUTURE MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -29 | NC      | $132933.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     340000 | PA      | $260074.20    | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1236 | NC      | $-635266.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110942 | PA      | $103115.36    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29935.64     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                                               | Keysight Technologies Inc                                                                                                                  | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     921000 | PA      | $798180.90    | 0.09%             | 2029-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28252.34     | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-10427.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     130000 | PA      | $120857.74    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      70000 | PA      | $55239.22     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $13.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        158 | NC      | $-37292.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375000 | PA      | $322118.07    | 0.04%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47847.00     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1045.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Northwest Pipeline LLC                                                                              | Northwest Pipeline LLC                                                                                                                     | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56716.50     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     330000 | PA      | $299825.67    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                                              | Northwest Pipeline LLC                                                                                                                     | CUSIP: 667748AF4<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258237.64    | 0.03%             | 2025-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-3 Trust                                                                                        | CUSIP: 95002TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000848 | PA      | $837936.99    | 0.10%             | 2050-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     643000 | PA      | $566739.92    | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     320000 | PA      | $279840.00    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179730.00    | 0.02%             | 2023-01-13      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     800000 | PA      | $744448.00    | 0.09%             | 2025-06-16      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74319.70     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                              | Brookfield Finance Inc                                                                                                                     | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     847000 | PA      | $770126.54    | 0.09%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1223000 | PA      | $1178729.11   | 0.14%             | 2036-11-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2007-16CB                                                                                                           | CUSIP: 02152AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     242636 | PA      | $161372.31    | 0.02%             | 2037-08-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     153000 | PA      | $154741.11    | 0.02%             | 2028-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $185827.38    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68342.71     | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                                                                                          | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1572000 | PA      | $1192251.15   | 0.14%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      40000 | PA      | $30740.39     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     388025 | PA      | $104646.32    | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                                               | United Airlines, Inc. 2021 Term Loan B                                                                                                     | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      68255 | PA      | $67269.67     | 0.01%             | 2028-04-21      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                                            | Sociedad Quimica y Minera de Chile SA                                                                                                      | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     270000 | PA      | $198568.10    | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                                                                                   | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72794.07     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | 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: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     220000 | PA      | $145285.43    | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     630000 | PA      | $625861.85    | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      70000 | PA      | $46805.24     | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | 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      | $-82752.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     170000 | PA      | $166979.85    | 0.02%             | 2024-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135982 | PA      | $120191.29    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123533.34    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4037000 | PA      | $3795883.88   | 0.45%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446213 | PA      | $397442.04    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                                | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $74325.64     | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2232000 | PA      | $1613143.14   | 0.19%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157866 | PA      | $130298.92    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| American Municipal Power Inc                                                                        | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                                                                      | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      70000 | PA      | $90048.88     | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $255966.80    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223382 CDS USD R V 03MEVENT 2072233825_PRO CCPCDX / Short: B07223382 CDS USD P F  1.00000 2072233825_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     854000 | OU      | $49919.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-37244.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Novartis Capital Corp                                                                               | Novartis Capital Corp                                                                                                                      | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     815000 | PA      | $798443.26    | 0.09%             | 2024-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $51.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9307.04      | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2620.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                                            | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $573619.25    | 0.07%             | 2025-08-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     639000 | PA      | $576233.63    | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $2952490.89   | 0.35%             | 2037-01-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7340.27      | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74419.87     | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| MDC HOLDINGS INC                                                                                    | MDC Holdings Inc                                                                                                                           | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     160000 | PA      | $115388.93    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                             | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      80000 | PA      | $56622.63     | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76347.36     | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-14274.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                                                                            | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     951000 | PA      | $800664.05    | 0.09%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                                                                                      | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $877837.73    | 0.10%             | 2026-01-22      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE LONDON                                                                              | Credit Agricole SA/London                                                                                                                  | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     928000 | PA      | $845895.74    | 0.10%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32094.74     | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                                                                                       | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     230000 | PA      | $220186.36    | 0.03%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                                                                               | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     894000 | PA      | $831650.87    | 0.10%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                                                                                      | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     909000 | PA      | $846246.96    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $29666.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-45021.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19756.61     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     670000 | PA      | $559450.00    | 0.07%             | 2030-05-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     636000 | PA      | $753511.51    | 0.09%             | 2034-01-17      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     702000 | PA      | $648838.24    | 0.08%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     290000 | PA      | $265263.80    | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     627000 | PA      | $465538.21    | 0.05%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                                                                                | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     656000 | PA      | $658257.38    | 0.08%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $181999.30    | 0.02%             | 2026-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                                                                          | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     884000 | PA      | $870352.84    | 0.10%             | 2024-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $121743.74    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      80000 | PA      | $67201.35     | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  135230000 | PA      | $6421629.36   | 0.76%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                                            | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                           | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     170000 | PA      | $170872.10    | 0.02%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122684.01    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                                               | Phoenix Guarantor Inc 2020 Term Loan B                                                                                                     | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     119328 | PA      | $111596.36    | 0.01%             | 2026-03-05      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                                            | Constellation Brands Inc                                                                                                                   | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     836000 | PA      | $829666.06    | 0.10%             | 2024-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5095.10      | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31410FYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6606 | PA      | $6849.89      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29273RBB4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50831.67     | 0.01%             | 2024-02-01      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62875.29     | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1007000 | PA      | $823581.34    | 0.10%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     260000 | PA      | $236842.86    | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                                            | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $56609.66     | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Transcanada Trust                                                                                   | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     887000 | PA      | $843171.81    | 0.10%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73722 | PA      | $63049.66     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $458335.93    | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     120000 | PA      | $89993.00     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     940000 | PA      | $863833.39    | 0.10%             | 2025-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     130000 | PA      | $99299.18     | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                                            | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58200.06     | 0.01%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     794000 | PA      | $867415.10    | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-2                                                                                                            | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1384043 | PA      | $1186655.03   | 0.14%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $75370.19     | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-2565.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239350 | PA      | $244049.67    | 0.03%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214565.40    | 0.03%             | 2026-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69316.54     | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $14704.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                             | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $72840.18     | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $313511.05    | 0.04%             | 2026-03-18      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| Taurus CMBS                                                                                         | Taurus 2021-1 UK DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |     496354 | PA      | $562781.89    | 0.07%             | 2031-05-17      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8542.87      | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37574.27     | 0.00%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                                            | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   58312396 | PA      | $2719786.59   | 0.32%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     953000 | PA      | $778792.02    | 0.09%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     290000 | PA      | $261427.46    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                                                                                 | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     892000 | PA      | $796110.00    | 0.09%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                                                   | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        950 | NS      | $23009.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8261.55      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-1 Ltd                                                                                                                         | CUSIP: 437307AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    3204000 | PA      | $3102453.39   | 0.37%             | 2033-07-25      | Floating      | 6.69%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3326.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                                                                            | CUSIP: 872882AF2<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     976000 | PA      | $809910.60    | 0.10%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7246274 | PA      | $6279909.67   | 0.74%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63234.48     | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                                                | Eagle RE 2018-1 Ltd                                                                                                                        | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |     732000 | PA      | $732916.46    | 0.09%             | 2028-11-25      | Floating      | 7.39%                 | Yes           | 2                  | On Loan: No      |
| AIR CANADA 2015-2B PTT                                                                              | Air Canada 2015-2 Class B Pass Through Trust                                                                                               | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     184866 | PA      | $180962.66    | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                                                                                       | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     230000 | PA      | $137727.18    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6651.35      | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     110000 | PA      | $91379.20     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18801.08     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97795 | PA      | $101517.41    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     110000 | PA      | $96117.58     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                                                                                          | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     914000 | PA      | $841036.07    | 0.10%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1805.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Harbor Freight Tools USA, Inc.                                                                      | Harbor Freight Tools USA, Inc. 2021 Term Loan B                                                                                            | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |      68251 | PA      | $64884.78     | 0.01%             | 2027-10-19      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     791000 | PA      | $781452.25    | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $188542.50    | 0.02%             | 2028-04-19      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                                             | Oesterreichische Kontrollbank AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    1000000 | PA      | $1064544.89   | 0.13%             | 2023-04-06      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $12422.32     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KLA CORP                                                                                            | KLA Corp                                                                                                                                   | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127335.08    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ONESKY CLASS A LOAN TRU                                                                             | OneSky Class A Loan Trust 2021-1                                                                                                           | CUSIP: 68278AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2887556 | PA      | $2588116.41   | 0.31%             | 2029-07-15      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     919000 | PA      | $811779.57    | 0.10%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                                | Keurig Dr Pepper Inc                                                                                                                       | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     833000 | PA      | $798697.20    | 0.09%             | 2025-11-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Bed Bath & Beyond Inc                                                                               | Bed Bath & Beyond Inc                                                                                                                      | CUSIP: 075896AA8<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |     270000 | PA      | $61749.00     | 0.01%             | 2024-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33814.80     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8442.83      | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96948.45     | 0.01%             | 2035-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $199901.25    | 0.02%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                                                                                        | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $156523.58    | 0.02%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                                                                                         | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $50655.57     | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     210000 | PA      | $205380.00    | 0.02%             | 2025-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                                                             | Daimler Trucks Finance North America LLC                                                                                                   | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     876000 | PA      | $812961.97    | 0.10%             | 2024-12-13      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      90000 | PA      | $70380.23     | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-21107.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                                                                                     | MEG Energy Corp                                                                                                                            | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $101989.20    | 0.01%             | 2027-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188253 | PA      | $184465.51    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ESTONIA                                                                                 | Estonia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |    1539000 | PA      | $1682976.43   | 0.20%             | 2032-10-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                                                                                        | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      90000 | PA      | $66607.82     | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     330000 | PA      | $271905.40    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                                                                              | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     828000 | PA      | $790510.82    | 0.09%             | 2026-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                                                                      | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $183468.00    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $44486.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                                                               | EyeCare Partners, LLC 2020 Term Loan                                                                                                       | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      97404 | PA      | $77598.89     | 0.01%             | 2027-02-18      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S06542613 IRS BRL R F 11.33000 2065426139_FIX CCPNDFPREDISWAP / Short: S06542613 IRS BRL P V 00MBRCDI 2065426139_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3946243 | OU      | $-22203.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                            | Agilent Technologies Inc                                                                                                                   | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     989000 | PA      | $800235.95    | 0.09%             | 2030-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XV Ltd                                                                                                                           | CUSIP: 55953MAN2<br>LEI: 549300B3V0K3DX0M2K31 | Long             | ABS-CBDO         | CORP              | KY        |     529000 | PA      | $519367.44    | 0.06%             | 2031-07-25      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                            | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     210000 | PA      | $160799.41    | 0.02%             | 2032-05-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     250938 | PA      | $233756.15    | 0.03%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     170000 | PA      | $157517.04    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     160000 | PA      | $45134.26     | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $106046.21    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     120000 | PA      | $75235.11     | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-10119.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     190000 | PA      | $162687.50    | 0.02%             | 2026-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                                                                                         | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     821000 | PA      | $792068.53    | 0.09%             | 2034-04-25      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2545000 | PA      | $1592812.12   | 0.19%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                                                                                | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |    1357452 | PA      | $1572517.30   | 0.19%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| MidAmerican Energy Co                                                                               | MidAmerican Energy Co                                                                                                                      | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46748.19     | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59248.61     | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     480000 | PA      | $445871.58    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                                              | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     340000 | PA      | $349121.75    | 0.04%             | 2025-10-14      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1313.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                                     | Nordea Bank Abp                                                                                                                            | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     913000 | PA      | $830840.22    | 0.10%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3370000 | PA      | $3291278.89   | 0.39%             | 2023-11-30      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                                                                             | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     786000 | PA      | $707400.00    | 0.08%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43217.77     | 0.01%             | 2040-03-25      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     861000 | PA      | $835006.41    | 0.10%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $600.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $371005.88    | 0.04%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-1466.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STORE Capital Corp                                                                                  | STORE Capital Corp                                                                                                                         | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     938000 | PA      | $845981.46    | 0.10%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                                                                      | Mastercard Inc                                                                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50066.19     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     863000 | PA      | $852369.21    | 0.10%             | 2028-09-30      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Life Storage LP                                                                                     | Life Storage LP                                                                                                                            | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     882000 | PA      | $790036.98    | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23250.30     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $171297.75    | 0.02%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                 | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     140000 | PA      | $123049.65    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -177 | NC      | $-44166.91    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     260000 | PA      | $175483.41    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29539.10     | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     220000 | PA      | $204818.57    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BWS075507 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS075507 CDS USD P F  1.00000 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3190000 | OU      | $-25507.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3558000 | PA      | $3359669.29   | 0.40%             | 2025-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                                                                                  | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196551.28    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                                             | Panasonic Holdings Corp                                                                                                                    | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     912000 | PA      | $873155.53    | 0.10%             | 2024-07-19      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6451.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $130136.29    | 0.02%             | 2027-02-11      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50411.96     | 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        |     859000 | PA      | $822248.41    | 0.10%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1249000 | PA      | $1021740.55   | 0.12%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-57794.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     790000 | PA      | $807333.18    | 0.10%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                                           | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     810000 | PA      | $801495.00    | 0.09%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $53273.18     | 0.01%             | 2043-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                                                                                 | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17446.44     | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     293000 | PA      | $226270.32    | 0.03%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                                                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18406.25     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $898.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     160000 | PA      | $149395.36    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58681 | PA      | $58653.80     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2355957.03   | 0.28%             | 2026-03-31      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $208835.84    | 0.02%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     901000 | PA      | $887265.93    | 0.10%             | 2024-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $14345.63     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                                                                                        | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     360000 | PA      | $318524.22    | 0.04%             | 2033-04-29      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84364.46     | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      80000 | PA      | $60360.00     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1029000 | PA      | $998954.43    | 0.12%             | 2036-05-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                                                                               | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     170000 | PA      | $143658.40    | 0.02%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                                                                                 | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     130000 | PA      | $81413.81     | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                                     | Finsbury Square 2021-2 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 635400K1KOJXSMZCI443 | Long             | ABS-MBS          | CORP              | GB        |    1091205 | PA      | $1284377.69   | 0.15%             | 2071-12-16      | Floating      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     921000 | PA      | $816699.70    | 0.10%             | 2026-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                                                                                   | CBRE Services Inc                                                                                                                          | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $793712.00    | 0.09%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192941.42    | 0.02%             | 2025-09-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                                                                                        | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65985.92     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2020-MH1                                                                                                         | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1712260 | PA      | $1593282.20   | 0.19%             | 2060-02-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72970 | PA      | $71908.58     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45875.00     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88261.64     | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     280000 | PA      | $326261.08    | 0.04%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77805.29     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $113729.09    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                               | Lincoln National Corp                                                                                                                      | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |        850 | NS      | $23179.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $22321.99     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     876000 | PA      | $848804.24    | 0.10%             | 2025-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $273864.00    | 0.03%             | 2025-02-10      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     140000 | PA      | $88229.52     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Newgate Funding PLC                                                                                 | Newgate Funding PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |     547293 | PA      | $622636.06    | 0.07%             | 2050-12-01      | Floating      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156827 | PA      | $134322.70    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-20381.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2020-1 Ltd                                                                                                                         | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    3330000 | PA      | $3358469.84   | 0.40%             | 2030-10-25      | Floating      | 9.64%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     515000 | PA      | $488008.99    | 0.06%             | 2024-07-24      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3846719 | PA      | $3498640.76   | 0.41%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     110000 | PA      | $91954.46     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46121 | PA      | $41329.29     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2019-3 Ltd                                                                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    2224000 | PA      | $2203677.53   | 0.26%             | 2029-07-25      | Floating      | 6.34%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                                                                              | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     100000 | PA      | $85437.50     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     880000 | PA      | $845956.64    | 0.10%             | 2027-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83782.00     | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                                                | Fannie Mae REMIC Trust 2004-W5                                                                                                             | CUSIP: 31393YKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100035 | PA      | $100515.41    | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $609690.63    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1709000 | PA      | $1567540.19   | 0.19%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                                                                              | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28711.72     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62622.48     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2022-1                                                                                           | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899592 | PA      | $689281.67    | 0.08%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     170000 | PA      | $130422.98    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     270000 | PA      | $220109.76    | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                                            | Northwestern Mutual Life Insurance Co/The                                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      80000 | PA      | $55052.00     | 0.01%             | 2059-09-30      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     223000 | PA      | $137153.84    | 0.02%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |          1 | NC      | $33018.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     160000 | PA      | $153863.44    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65048.57     | 0.01%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58864 | PA      | $61310.84     | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307117.40    | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     769000 | PA      | $827180.13    | 0.10%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     935000 | PA      | $853648.52    | 0.10%             | 2025-09-10      | Fixed         | 0.98%                 | Yes           | 2                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                                    | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     900000 | PA      | $879476.64    | 0.10%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      83000 | PA      | $55381.23     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                                             | Shell International Finance BV                                                                                                             | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $40770.26     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      53000 | PA      | $50958.64     | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Tesco PLC                                                                                           | Tesco PLC                                                                                                                                  | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |     623000 | PA      | $597513.07    | 0.07%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                                              | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     844000 | PA      | $818702.49    | 0.10%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1024000 | PA      | $951040.65    | 0.11%             | 2025-04-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9387.58      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                                                                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     810000 | PA      | $765523.27    | 0.09%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                                                                                      | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $130690.00    | 0.02%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| KLA CORP                                                                                            | KLA Corp                                                                                                                                   | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18575.08     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| INTERCORP FIN SER INC                                                                               | Intercorp Financial Services Inc                                                                                                           | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     938000 | PA      | $825744.93    | 0.10%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CSL Finance PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $94162.14     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     166000 | PA      | $130672.53    | 0.02%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                                                                                     | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2733000 | PA      | $2650508.49   | 0.31%             | 2038-04-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4302.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        653 | NC      | $165727.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                               | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      19000 | PA      | $21135.10     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85033.30     | 0.01%             | 2026-07-15      | Fixed         | 3.90%                 | 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        |     399925 | PA      | $377820.63    | 0.04%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      96000 | PA      | $67920.07     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-36711.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31209.06     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-1 Ltd                                                                                                                        | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     699133 | PA      | $698931.44    | 0.08%             | 2033-10-25      | Floating      | 6.08%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     592364 | PA      | $566195.22    | 0.07%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     260000 | PA      | $236139.73    | 0.03%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     716000 | PA      | $684743.64    | 0.08%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Markel Corp                                                                                         | Markel Corp                                                                                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     699000 | PA      | $546249.19    | 0.06%             | 2047-11-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2602000 | PA      | $1615882.64   | 0.19%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53961.23     | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     220000 | PA      | $218315.47    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                                               | Grupo Bimbo SAB de CV                                                                                                                      | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     879000 | PA      | $860802.49    | 0.10%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TransAlta Corp                                                                                      | TransAlta Corp                                                                                                                             | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $27474.86     | 0.00%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -95 | NC      | $36822.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31669 | PA      | $33070.89     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99732.91     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                             | Jefferies Financial Group Inc                                                                                                              | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     761000 | PA      | $731091.09    | 0.09%             | 2043-10-23      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                                               | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1011000 | PA      | $756312.55    | 0.09%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18450.74     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                                        | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     878000 | PA      | $842742.89    | 0.10%             | 2025-11-24      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      90000 | PA      | $60748.54     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| European Stability Mechanism                                                                        | European Stability Mechanism Treasury Bill                                                                                                 | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | STIV             | NUSS              | XX        |    5000000 | PA      | $5327162.01   | 0.63%             | 2023-03-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     701000 | PA      | $667913.85    | 0.08%             | 2025-09-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                                                                   | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41105.50     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QSX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     202007 | PA      | $193706.53    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICO LIFE INC                                                                                    | Americo Life Inc                                                                                                                           | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      70000 | PA      | $53232.53     | 0.01%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39863.29     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                                               | American Airlines 2015-1 Class A Pass Through Trust                                                                                        | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12516 | PA      | $10434.74     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     230000 | PA      | $187778.67    | 0.02%             | 2026-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     110000 | PA      | $74692.45     | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $407948.15    | 0.05%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136632.53    | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30100.79     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181023 | PA      | $183637.48    | 0.02%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46580.90     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     866388 | PA      | $708253.36    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6AS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5914159 | PA      | $5057819.40   | 0.60%             | 2050-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     904000 | PA      | $880452.72    | 0.10%             | 2024-05-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $220218.94    | 0.03%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                                            | Regeneron Pharmaceuticals Inc                                                                                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $844197.91    | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1760000 | PA      | $1372868.75   | 0.16%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                                                                             | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $44448.26     | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10800 | PA      | $11161.68     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69573.40     | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                                             | Banco Internacional del Peru SAA Interbank                                                                                                 | CUSIP: 05968DAC4<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     928000 | PA      | $844237.11    | 0.10%             | 2026-10-04      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| SAN DIEGO G & E                                                                                     | San Diego Gas & Electric Co                                                                                                                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     240000 | PA      | $189776.83    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     380000 | PA      | $365882.17    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                                              | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                                                                 | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     502143 | PA      | $467037.26    | 0.06%             | 2025-10-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B06667880 CDS USD R V 03MEVENT 2066678803_PRO CCPCDX / Short: B06667880 CDS USD P F  1.00000 2066678803_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4500000 | OU      | $263041.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                                                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94302.42     | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     793000 | PA      | $707236.46    | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORP                                                                                   | Lam Research Corp                                                                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     140000 | PA      | $114072.39    | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $237887.40    | 0.03%             | 2030-10-14      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                                                                                          | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $111084.66    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp                                                                                | Range Resources Corp                                                                                                                       | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     230000 | PA      | $218477.71    | 0.03%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                            | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     101000 | PA      | $97691.51     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                                                                  | VICI Properties LP                                                                                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      80000 | PA      | $76153.39     | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                                            | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $384773.91    | 0.05%             | 2026-02-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                                            | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     371811 | PA      | $128274.80    | 0.02%             | 2037-09-01      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $243909.82    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2019-2 Ltd                                                                                                                       | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     180939 | PA      | $180733.49    | 0.02%             | 2029-06-25      | Floating      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                                                                                         | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9626.46      | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     280000 | PA      | $219263.76    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      40000 | PA      | $27528.05     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1250000 | PA      | $1056201.18   | 0.12%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9958.64      | 0.00%             | 2023-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     210000 | PA      | $144177.35    | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                                             | Simon Property Group LP                                                                                                                    | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     100000 | PA      | $95773.61     | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                                                                               | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $7176.59      | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     320000 | PA      | $269064.19    | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     845000 | PA      | $798028.60    | 0.09%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                                                                                       | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5418000 | PA      | $20987.16     | 0.00%             | 2039-09-13      | Variable      | 0.05%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                                                                                         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27896.23     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $267107.54    | 0.03%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     320000 | PA      | $300791.42    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                                             | Goldentree Loan Management US Clo 7 Ltd                                                                                                    | CUSIP: 38138LAL2<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |    1147000 | PA      | $1113940.02   | 0.13%             | 2034-04-20      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                               | Texas Instruments Inc                                                                                                                      | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77811.93     | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CORNING INC                                                                                         | Corning Inc                                                                                                                                | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $29117.46     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                                                                                        | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     973000 | PA      | $801156.08    | 0.09%             | 2030-04-30      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                                                                          | Loews Corp                                                                                                                                 | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     601000 | PA      | $620954.34    | 0.07%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                                                                                          | CUSIP: 46655GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453042 | PA      | $1277315.63   | 0.15%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $5141.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58239.29     | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-8                                                                                                            | CUSIP: 46592TAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3257323 | PA      | $2819180.60   | 0.33%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| KOOKMIN BANK                                                                                        | Kookmin Bank                                                                                                                               | CUSIP: 50049MAD1<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     913000 | PA      | $853444.14    | 0.10%             | 2024-07-02      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     160000 | PA      | $121679.65    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                                                                                          | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     967000 | PA      | $816285.79    | 0.10%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44295.99     | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                                                                                      | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44351.21     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MDC Holdings Inc                                                                                    | MDC Holdings Inc                                                                                                                           | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40621.51     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                                                                                 | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      40000 | PA      | $24851.12     | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                                                                                       | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     832000 | PA      | $802547.71    | 0.09%             | 2025-04-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47917.53     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                                                                                         | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     110000 | PA      | $70175.50     | 0.01%             | 2052-01-30      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33198.90     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11660000 | PA      | $566129.16    | 0.07%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $53015.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      26000 | PA      | $20912.21     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                                                                                | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      60000 | PA      | $41966.26     | 0.00%             | 2044-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2075583 | PA      | $1837151.21   | 0.22%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                                                                                  | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     909000 | PA      | $567058.53    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     650000 | PA      | $641875.00    | 0.08%             | 2029-08-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                                            | Burlington Northern Santa Fe LLC                                                                                                           | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $89347.39     | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                                                                           | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $160046.43    | 0.02%             | 2031-04-03      | Fixed         | 2.07%                 | Yes           | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                                                               | United Parcel Service Inc                                                                                                                  | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     817000 | PA      | $804078.85    | 0.09%             | 2025-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     490000 | PA      | $482142.99    | 0.06%             | 2024-03-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                                                                | Japan Government Five Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1156000000 | PA      | $8816393.78   | 1.04%             | 2023-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195148 | PA      | $192658.54    | 0.02%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                                                                                      | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     868000 | PA      | $831793.43    | 0.10%             | 2024-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     310000 | PA      | $299663.77    | 0.04%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44639.43     | 0.01%             | 2047-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $269692.36    | 0.03%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                                                                                      | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2674000 | PA      | $2513074.67   | 0.30%             | 2038-12-15      | Floating      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3205000 | PA      | $3033482.44   | 0.36%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                               | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     260000 | PA      | $255794.07    | 0.03%             | 2024-01-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     220000 | PA      | $160322.43    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                                          | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38348.15     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                          | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185499.31    | 0.02%             | 2029-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     220000 | PA      | $177933.83    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                                                         | Nutrien Ltd                                                                                                                                | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     535000 | PA      | $509301.03    | 0.06%             | 2025-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                                                                        | Navient Corp                                                                                                                               | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     230000 | PA      | $229606.70    | 0.03%             | 2023-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                                                                              | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     110000 | PA      | $80335.69     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74972.19     | 0.01%             | 2025-05-19      | Fixed         | 0.81%                 | No            | 2                  | On Loan: No      |
| WELLTOWER INC                                                                                       | Welltower Inc                                                                                                                              | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      80000 | PA      | $67886.46     | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     210000 | PA      | $181998.79    | 0.02%             | 2033-03-29      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                                                                                    | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     480000 | PA      | $389152.69    | 0.05%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                                                                            | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3767061 | PA      | $3317358.58   | 0.39%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212797 | PA      | $204615.62    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                                                                     | WEA Finance LLC                                                                                                                            | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     982000 | PA      | $840501.81    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                                           | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     140000 | PA      | $130943.48    | 0.02%             | 2026-04-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83963.77     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $193519.70    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                          | CUSIP: 31359XFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3611 | PA      | $3705.02      | 0.00%             | 2029-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7838 | PA      | $8015.21      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts LP                                                                            | Host Hotels & Resorts LP                                                                                                                   | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     814000 | PA      | $779974.33    | 0.09%             | 2026-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                                                                                   | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109465.34    | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5234077 | PA      | $5161693.17   | 0.61%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                                       | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157344.20    | 0.02%             | 2025-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44044.22     | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      40000 | PA      | $29157.84     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $177946.18    | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4062787 | PA      | $3318650.67   | 0.39%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                                                                                       | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     240000 | PA      | $246280.80    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $389336.09    | 0.05%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re Ltd                                                                                                                          | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1812063 | PA      | $1794384.11   | 0.21%             | 2031-06-25      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                                                   | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25443.19     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     213000 | PA      | $156500.40    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19608.75     | 0.00%             | 2041-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94658.27     | 0.01%             | 2026-04-08      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718CB3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104706.73    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $-12911.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $2100.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07223423 CDS USD R V 03MEVENT 2072234233_PRO CCPCDX / Short: B07223423 CDS USD P F  1.00000 2072234233_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     370000 | OU      | $21627.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                                                                            | Parsley Energy LLC / Parsley Finance Corp                                                                                                  | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9183.49      | 0.00%             | 2028-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $3040.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                                                  | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   64698353 | NS      | $64685412.98  | 7.64%             |  |  |  | No            | N/A                | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $25802.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2017-1 Ltd                                                                                                                   | CUSIP: 078767AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     234663 | PA      | $234680.51    | 0.03%             | 2027-10-25      | Floating      | 7.74%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $79562.50     | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      70000 | PA      | $59369.62     | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                               | MidAmerican Energy Co                                                                                                                      | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     110000 | PA      | $77851.27     | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Alba Plc                                                                                            | Alba 2006-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |     453285 | PA      | $516340.50    | 0.06%             | 2038-12-15      | Floating      | 3.69%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S06176606 IRS KRW R F  4.16000 2061766060_FIX CCPNDF / Short: S06176606 IRS KRW P V 03MKSDA 2061766060_FLO CCPNDF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 1800000000 | OU      | $38004.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                           | CUSIP: 02209SAH6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      22000 | PA      | $27928.54     | 0.00%             | 2039-02-06      | Fixed         | 10.20%                | No            | 2                  | On Loan: No      |
| Park-Ohio Industries Inc                                                                            | Park-Ohio Industries Inc                                                                                                                   | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $163041.60    | 0.02%             | 2027-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COS INC                                                                                    | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     130000 | PA      | $143348.68    | 0.02%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2725000 | PA      | $2540530.28   | 0.30%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     891000 | PA      | $869307.93    | 0.10%             | 2024-04-11      | Fixed         | 3.28%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143149.87    | 0.02%             | 2027-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                                                    | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     855000 | PA      | $825610.44    | 0.10%             | 2024-09-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $137358.32    | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA CORP                                                                                         | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37737.88     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                                                                                       | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     805952 | PA      | $786957.98    | 0.09%             | 2031-11-25      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     220000 | PA      | $144083.23    | 0.02%             | 2061-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5407000 | PA      | $4321798.23   | 0.51%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $167200.00    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07297479 IRS PLN R V 06MWIBOR 2072974795_FLO CCPVANILLA / Short: B07297479 IRS PLN P F  5.57750 2072974795_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3237038 | OU      | $17127.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                            | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     150000 | PA      | $94835.41     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-16333.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29395.99     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NOK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $286.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1124000 | PA      | $673189.35    | 0.08%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                       | CUSIP: 3137G0AY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110620 | PA      | $111911.99    | 0.01%             | 2024-04-25      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4197000 | PA      | $3560400.34   | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61785 | PA      | $64516.34     | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1061074.22   | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-27540.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $193789.83    | 0.02%             | 2025-03-28      | Fixed         | 3.77%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83425 | PA      | $74046.82     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     687000 | PA      | $643088.11    | 0.08%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $14322.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     137000 | PA      | $98839.94     | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CNY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-22957.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                                                                                       | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225430.33    | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207927.37    | 0.02%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CSL Finance PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      60000 | PA      | $57397.68     | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                                                                                    | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3322000 | PA      | $2630280.54   | 0.31%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                                                                                      | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70260.24     | 0.01%             | 2025-05-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                                                                                         | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     971000 | PA      | $808897.86    | 0.10%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -15 | NC      | $399702.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                                                                                | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     310000 | PA      | $240544.88    | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119709.60    | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1559000 | PA      | $1277831.92   | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $12554.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                                                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     430000 | PA      | $426759.55    | 0.05%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31416XAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143767 | PA      | $140420.04    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                             | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     871000 | PA      | $839369.64    | 0.10%             | 2027-02-06      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-36133.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMAR FUNDING LTD                                                                                   | Lamar Funding Ltd                                                                                                                          | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $189222.00    | 0.02%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                                                                              | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     953000 | PA      | $737942.21    | 0.09%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                                                                    | Hilton USA Trust 2016-HHV                                                                                                                  | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1240000 | PA      | $1093506.90   | 0.13%             | 2038-11-05      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15749000 | PA      | $15016454.48  | 1.77%             | 2024-01-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp                                                                                | Thomson Reuters Corp                                                                                                                       | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     893000 | PA      | $844782.84    | 0.10%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                                | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     648000 | PA      | $569160.61    | 0.07%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                                                                  | Union Pacific Corp                                                                                                                         | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     140000 | PA      | $108147.42    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-162678.32   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                                   | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65911.77     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                               | Nippon Life Insurance Co                                                                                                                   | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $200624.43    | 0.02%             | 2051-01-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     120000 | PA      | $98194.42     | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Uropa Securities plc                                                                                | Uropa Securities PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800IVU1GPPZBQ4446 | Long             | ABS-MBS          | CORP              | GB        |    1755745 | PA      | $2026475.33   | 0.24%             | 2040-10-10      | Floating      | 3.12%                 | Yes           | 2                  | On Loan: No      |
| BOC AVIATION USA CORP                                                                               | BOC Aviation USA Corp                                                                                                                      | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189835.23    | 0.02%             | 2024-04-29      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Danske Bank A/S                                                                                     | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $197496.97    | 0.02%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                                                                | Japan Government Two Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  988000000 | PA      | $7529924.11   | 0.89%             | 2023-04-01      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                                                                                       | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57250.94     | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                                                                               | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     948000 | PA      | $800699.64    | 0.09%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24936.58     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109587.50    | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65419.70     | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                                                            | Telefonica Emisiones SA                                                                                                                    | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     150000 | PA      | $120449.02    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | 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      | $246.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     700000 | PA      | $534721.46    | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $30002.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferguson Finance PLC                                                                                | Ferguson Finance PLC                                                                                                                       | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     906000 | PA      | $844413.22    | 0.10%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-249531.45   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-10295.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                                            | American Airlines 2016-1 Class AA Pass Through Trust                                                                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50007 | PA      | $44637.34     | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69099 | PA      | $71340.71     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                                                                                   | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     160000 | PA      | $157230.70    | 0.02%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                                                                                        | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     310000 | PA      | $288351.71    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100814 | PA      | $102704.38    | 0.01%             | 2024-07-25      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                                                                             | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     946000 | PA      | $831726.95    | 0.10%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     479507 | PA      | $466483.04    | 0.06%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 31411KLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5694 | PA      | $5904.10      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: B06817670 IRS MXN R V 01MTIIE 2068176705_FLO CCPVANILLA / Short: B06817670 IRS MXN P F  8.65880 2068176705_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   46500000 | OU      | $9882.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2020-6 LLC                                                                                                                            | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     394817 | PA      | $364315.84    | 0.04%             | 2025-11-25      | Variable      | 2.36%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2454000 | PA      | $1595387.58   | 0.19%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                                               | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     500000 | PA      | $488404.04    | 0.06%             | 2023-05-05      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO II                                                                                 | KKR Group Finance Co II LLC                                                                                                                | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9195.57      | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |          1 | NC      | $146652.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                            | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     703000 | PA      | $707785.43    | 0.08%             | 2044-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                                                                                | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $30671.67     | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                                                  | Raytheon Technologies Corp                                                                                                                 | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     130000 | PA      | $117139.13    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3993000 | PA      | $3912366.56   | 0.46%             | 2037-06-19      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                            | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9698.32      | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-59544.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                                                                                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     484000 | PA      | $540615.28    | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83539 | PA      | $74391.50     | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -17 | NC      | $377485.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49428.00     | 0.01%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                                              | Mid-America Apartments LP                                                                                                                  | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     890000 | PA      | $871517.23    | 0.10%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co                                                                              | Commonwealth Edison Co                                                                                                                     | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     120000 | PA      | $131052.05    | 0.02%             | 2038-01-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages PLC                                                                               | Paragon Mortgages No 12 PLC                                                                                                                | CUSIP: 000000000<br>LEI: NC14LGCCXH6KWEV2DR91 | Long             | ABS-MBS          | CORP              | GB        |     822577 | PA      | $947664.86    | 0.11%             | 2038-11-15      | Floating      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2923000 | PA      | $2703318.28   | 0.32%             | 2026-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271744.43    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73838.94     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4015.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     699000 | PA      | $579366.94    | 0.07%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                                                                                                               | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     831000 | PA      | $799874.45    | 0.09%             | 2025-09-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                                                                                   | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     110000 | PA      | $94289.30     | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                                         | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52406 | PA      | $51994.89     | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154359 | PA      | $132198.48    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     390000 | PA      | $312405.53    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46255 | PA      | $44190.36     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                                                                                                       | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93280.88     | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                                                                                 | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     981000 | PA      | $744279.69    | 0.09%             | 2032-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24860.47     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | Long: S07320094 IRS BRL R F 13.28500 2073200948_FIX CCPNDFPREDISWAP / Short: S07320094 IRS BRL P V 00MBRCDI 2073200948_FLO CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3695814 | OU      | $12433.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     310000 | PA      | $271214.54    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                                                                           | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     145256 | PA      | $142333.19    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                                            | Plains All American Pipeline LP                                                                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     390000 | PA      | $335400.00    | 0.04%             | 2023-01-30      | Variable      | 8.72%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8552.92      | 0.00%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                                                                            | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     946000 | PA      | $854946.82    | 0.10%             | 2025-08-12      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED CZK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $6829.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                                              | Credit Suisse AG/New York NY                                                                                                               | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    1110000 | PA      | $1055887.50   | 0.12%             | 2023-08-09      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     871000 | PA      | $860282.14    | 0.10%             | 2024-03-19      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CSL FINANCE PLC                                                                                     | CSL Finance PLC                                                                                                                            | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     120000 | PA      | $113104.42    | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| TECK RESOURCES LIMITED                                                                              | Teck Resources Ltd                                                                                                                         | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $178856.54    | 0.02%             | 2030-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                             | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $43389.68     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89978.25     | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                                                                                                                | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9725.35      | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | 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: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     140000 | PA      | $130418.83    | 0.02%             | 2032-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                                                                             | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     120000 | PA      | $109815.16    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -21 | NC      | $28753.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-13282.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1349000 | PA      | $875652.10    | 0.10%             | 2041-07-04      | Fixed         | 0.45%                 | Yes           | 2                  | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                                               | Japan Government Twenty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  627350000 | PA      | $4791072.52   | 0.57%             | 2023-03-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22584.98     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67035.47     | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 35 LTD                                                                  | OCTAGON INVESTMENT PARTNERS 35 LTD                                                                                                         | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    1747000 | PA      | $1725459.49   | 0.20%             | 2031-01-20      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163674.19    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                                                                                       | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     820000 | PA      | $774522.41    | 0.09%             | 2025-04-29      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1195000 | PA      | $957867.19    | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28227.60     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                                                            | Solvay Finance America LLC                                                                                                                 | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     854000 | PA      | $826310.48    | 0.10%             | 2025-12-03      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| WALMART INC                                                                                         | Walmart Inc                                                                                                                                | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      90000 | PA      | $60849.38     | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                                                  | Ally Financial Inc                                                                                                                         | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     554000 | PA      | $575981.04    | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Delhaize America LLC                                                                                | Delhaize America LLC                                                                                                                       | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |     154000 | PA      | $187233.47    | 0.02%             | 2031-04-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-99876.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SYNNEX CORP                                                                                      | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     510000 | PA      | $473657.18    | 0.06%             | 2024-08-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B07276752 IRS PLN R V 06MWIBOR 2072767529_FLO CCPVANILLA / Short: B07276752 IRS PLN P F  5.64250 2072767529_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2962962 | OU      | $13897.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     834000 | PA      | $800897.51    | 0.09%             | 2025-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2352059 | PA      | $2084282.39   | 0.25%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                                            | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      80000 | PA      | $57965.36     | 0.01%             | 2041-06-01      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41276 | PA      | $42837.82     | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                                                                                  | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117511.20    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B07070337 CDS USD R V 03MEVENT 2070703375_PRO CCPCDX / Short: B07070337 CDS USD P F  1.00000 2070703375_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1174000 | OU      | $68624.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     330000 | PA      | $312252.60    | 0.04%             | 2025-02-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                             | Duke Energy Indiana LLC                                                                                                                    | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      80000 | PA      | $55507.22     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -124 | NC      | $1128387.51   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BANNA RMBS                                                                                          | Banna RMBS DAC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300ITMSQX8FY8ZS10 | Long             | ABS-MBS          | CORP              | IE        |     500000 | PA      | $595920.52    | 0.07%             | 2063-12-30      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271406 | PA      | $252597.50    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                                                                                    | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     941000 | PA      | $918530.88    | 0.11%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                                            | Northwestern Mutual Life Insurance Co/The                                                                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     320000 | PA      | $223378.19    | 0.03%             | 2051-03-30      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                                                              | Prodigy Finance CM2021-1 DAC                                                                                                               | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |     580357 | PA      | $560771.04    | 0.07%             | 2051-07-25      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                                                                                       | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      90000 | PA      | $60543.08     | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96799 | PA      | $94938.17     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $77169.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                                        | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |    1283000 | PA      | $1212581.70   | 0.14%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                                                                     | Bermuda Government International Bond                                                                                                      | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     380000 | PA      | $320544.02    | 0.04%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1251000 | PA      | $745253.92    | 0.09%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     809000 | PA      | $573766.70    | 0.07%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                                                                                    | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     170000 | PA      | $143202.55    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140X4MB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1373656 | PA      | $1228671.91   | 0.15%             | 2047-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                                                                            | CUSIP: 3140L57D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94637 | PA      | $77287.71     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     972000 | PA      | $705293.51    | 0.08%             | 2037-02-04      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED HUF / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |          1 | NC      | $3233.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** RUSSELL INVESTMENT FUNDS

**Signature:** Mark Swanson

**Name of Signer:** Mark Swanson

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer