# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-063578
**Filing Date:** 2026-6
**Character Count:** 502437
**Document Hash:** d3a8b3bc83a53049160367f323dd5fb8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063578.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0001410368-26-063578

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 261106544

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000001589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004307 | Class Y      | RFCYX           |
| C000066911 | Class A      | RFDAX           |
| C000066912 | Class C      | RFCCX           |
| C000066913 | Class S      | RFCTX           |
| C000166202 | Class R6     | RSBRX           |
| C000178355 | Class M      | RSYTX           |

## 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 CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 401 Union Street

  - **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):** S000001589

- **c. LEI of Series:** XI1M1CDVRC8YNT0B5804

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2220567136.87

**Total Liabilities:** $59622706.79

**Net Assets:** $2160944430.08

**Cash Not Reported:** $33035061.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2289.19000000 | **1-Year:** -82365.43000000 | **5-Year:** -166975.50000000 | **10-Year:** -121770.37000000 | **30-Year:** -65458.09000000

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

- **3-Month:** -346.26000000 | **1-Year:** -7848.76000000 | **5-Year:** -13930.03000000 | **10-Year:** -22343.99000000 | **30-Year:** -4142.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004307 | 1.60%                | -2.09%               | 0.25%                |
| Class ID C000166202 | 1.60%                | -2.08%               | 0.25%                |
| Class ID C000066911 | 1.68%                | -2.21%               | 0.21%                |
| Class ID C000066913 | 1.57%                | -2.06%               | 0.23%                |
| Class ID C000178355 | 1.57%                | -2.05%               | 0.24%                |
| Class ID C000066912 | 1.44%                | -2.19%               | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80828.11                | $8926402.07                                |
| Month 2  | $-1090171.26             | $-34811627.63                              |
| Month 3  | $-1183496.57             | $4639574.36                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate (Returns Universe) USD

- **Index Identifier:** IDX000010

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     1536000 | PA      | $1516734.98   | 0.07%             | 2030-02-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1218580.77   | 0.06%             | 2055-09-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13686586 | PA      | $13840339.15  | 0.64%             | 2055-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1492024.33   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      384000 | PA      | $297540.00    | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2825000 | PA      | $2787703.08   | 0.13%             | 2033-03-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1222652 | PA      | $1245839.12   | 0.06%             | 2054-05-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      797000 | PA      | $373718.28    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1486408.65   | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2766000 | PA      | $2568274.23   | 0.12%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF5 LLC                                                               | CUSIP: 69381JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2310000 | PA      | $2241301.99   | 0.10%             | 2054-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                      | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      356000 | PA      | $374599.92    | 0.02%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YC49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3369 | PA      | $355.11       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                  | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $996631.64    | 0.05%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.705%-BCSANT_B-02/01/2031                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10595907 | OU      | $-15761.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1263000 | PA      | $1239547.48   | 0.06%             | 2054-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ACE CAPITAL TRUST II                                                                                | ACE Capital Trust II                                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $587440.13    | 0.03%             | 2030-04-01      | Fixed         | 9.70%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1636000 | PA      | $1896166.55   | 0.09%             | 2034-03-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      157000 | PA      | $142536.77    | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1750300.53   | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -289 | NC      | $783616.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2829989 | PA      | $2859098.31   | 0.13%             | 2054-07-25      | Variable      | 5.94%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      895000 | PA      | $626929.51    | 0.03%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      714000 | PA      | $531350.08    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2390000 | OU      | $-250367.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                                     | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4021000 | PA      | $4020999.64   | 0.19%             | 2034-03-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| REVVITY INC                                                                                         | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1562634.85   | 0.07%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.09%-MLLDN_B-02/01/2031                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12206301 | OU      | $-58342.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY INC                                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      460000 | PA      | $454822.80    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Mid-State Trust                                                                                     | Mid-State Capital Corp 2005-1 Trust                                              | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       44209 | PA      | $44149.84     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                                                                         | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1790890.58   | 0.08%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1104 | NC      | $-2050506.69  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1334000 | PA      | $1386722.72   | 0.06%             | 2084-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1396953.08   | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1536940 | PA      | $1491486.00   | 0.07%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NUVEEN LLC                                                                                          | Nuveen LLC                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $748035.29    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $21944.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | EFMT 2024-CES1                                                                   | CUSIP: 281907AA3<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     2790805 | PA      | $2797964.55   | 0.13%             | 2060-01-26      | Variable      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177781 | PA      | $178543.86    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XXVI Ltd                                                               | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     3370000 | PA      | $3369983.15   | 0.16%             | 2038-01-25      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      281000 | PA      | $252906.75    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      404000 | PA      | $444778.53    | 0.02%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION SOFTWARE                                                                              | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1442000 | PA      | $1446560.73   | 0.07%             | 2029-02-16      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                                                                               | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1318826.36   | 0.06%             | 2050-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      990000 | PA      | $984374.97    | 0.05%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                     | CUSIP: 12668WAD9<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     6768225 | PA      | $6494649.52   | 0.30%             | 2047-04-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                        | CUSIP: 89182FAD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     3644000 | PA      | $3687590.33   | 0.17%             | 2063-10-25      | Variable      | 8.08%                 | Yes           | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      830000 | PA      | $601949.27    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     2193000 | PA      | $2110149.18   | 0.10%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5062976 | PA      | $4568844.46   | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      753000 | PA      | $668516.52    | 0.03%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1565809.83   | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1361372.24   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1542716 | PA      | $1469318.50   | 0.07%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.718%-GSLDN_B-20/04/28                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     7443297 | OU      | $-19740.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      364739 | PA      | $325801.98    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1939000 | PA      | $1287011.25   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1314252.33   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                                             | Nuveen Churchill Direct Lending Corp                                             | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1234062.21   | 0.06%             | 2030-03-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7223000 | PA      | $7010260.11   | 0.32%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                          | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      454000 | PA      | $437426.64    | 0.02%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD                                                                                     | Mizuho Bank Ltd                                                                  | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |     2290000 | PA      | $2276977.50   | 0.11%             | 2036-04-16      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      342591 | PA      | $309325.52    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES6                                                    | CUSIP: 749410AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1802870 | PA      | $1803984.10   | 0.08%             | 2044-09-25      | Variable      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     1265000 | PA      | $1265295.49   | 0.06%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $33721.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-32171.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     6995000 | PA      | $9545174.17   | 0.44%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4222000 | PA      | $3981214.06   | 0.18%             | 2055-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1660230 | PA      | $1556940.57   | 0.07%             | 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        |      236257 | PA      | $201833.87    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408994 | PA      | $384940.03    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1338264 | PA      | $1339093.33   | 0.06%             | 2029-11-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      545000 | PA      | $342741.18    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| FRENCH DISCOUNT T-BILL                                                                              | France Treasury Bill BTF                                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | STIV             | NUSS              | FR        |    23300000 | PA      | $27230363.96  | 1.26%             | 2026-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                                            | American Airlines 2017-1 Class AA Pass Through Trust                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6554625 | PA      | $6389214.12   | 0.30%             | 2029-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      771000 | PA      | $781225.83    | 0.04%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                    | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      397000 | PA      | $359675.81    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                                                                  | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      790000 | PA      | $796537.09    | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1026933.48   | 0.05%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     2508000 | PA      | $2448075.18   | 0.11%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3415000 | PA      | $3472279.28   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.72%-GSLDN_B-24/04/28                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6889344 | OU      | $-14838.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133A3PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2268730 | PA      | $1944497.84   | 0.09%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1997419.16   | 0.09%             | 2055-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5056158 | PA      | $4519177.41   | 0.21%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      730000 | PA      | $713206.64    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960826 | PA      | $967297.81    | 0.04%             | 2055-01-25      | Variable      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                                            | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1595000 | PA      | $1604968.45   | 0.07%             | 2034-04-03      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $807813.47    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21655000 | PA      | $21863091.12  | 1.01%             | 2031-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3568000 | PA      | $3508670.47   | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1254821.64   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $720992.64    | 0.03%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                                                                                    | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     1918000 | PA      | $1856940.32   | 0.09%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      365174 | PA      | $326390.91    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2550000 | OU      | $-267128.95   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4456437 | PA      | $4451853.04   | 0.21%             | 2030-06-25      | Variable      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1714869.34   | 0.08%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2172663.90   | 0.10%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $917373.13    | 0.04%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1415974.68   | 0.07%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7875470 | PA      | $7860721.02   | 0.36%             | 2030-03-15      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5828000 | PA      | $5715978.50   | 0.26%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209380 | PA      | $188799.88    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.2675%-GSLDN_B-15/04/2031                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3041802 | OU      | $41774.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3133TPGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1547 | PA      | $74.02        | 0.00%             | 2030-08-15      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      917000 | PA      | $895998.63    | 0.04%             | 2035-09-22      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1081967.73   | 0.05%             | 2037-01-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RRE Loan Management                                                                                 | Rre 28 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: 254900BC7AH4CP7MK655 | Long             | ABS-CBDO         | CORP              | IE        |    11700000 | PA      | $13713795.20  | 0.63%             | 2039-04-15      | Floating      | 3.45%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      585000 | PA      | $527967.86    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-USD-Fixed 2.62375%-BCAPLDN_B-27/04/2031                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    22857061 | OU      | $131828.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2834079.75   | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1369721.53   | 0.06%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1275000 | PA      | $1316410.02   | 0.06%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2534000 | PA      | $2745034.69   | 0.13%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      818000 | PA      | $775889.32    | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            | 2                  | On Loan: No      |
| FNB CORP                                                                                            | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     1394000 | PA      | $1406907.53   | 0.07%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3232260.56   | 0.15%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                                                                                     | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      930000 | PA      | $953949.30    | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $408659.93    | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2595000 | PA      | $1407382.03   | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2384826.37   | 0.11%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      617000 | PA      | $612372.50    | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.8415%-GSLDN_B-04/05/28                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     5373553 | OU      | $1056.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3216223.82   | 0.15%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2353000 | PA      | $2347197.03   | 0.11%             | 2027-06-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | JPN YEN CURR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -69 | NC      | $-48976.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                              | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1552000 | PA      | $1514465.92   | 0.07%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                                             | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     1365000 | PA      | $1358264.86   | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     1766000 | PA      | $1755330.61   | 0.08%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1769352.39   | 0.08%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY INC                                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      490000 | PA      | $482512.72    | 0.02%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      787530 | PA      | $701867.93    | 0.03%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1284554.40   | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3391302 | PA      | $3380137.42   | 0.16%             | 2030-05-25      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                 | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     1580000 | PA      | $1562027.88   | 0.07%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     1821000 | PA      | $1869570.13   | 0.09%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                       | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $2165231.07   | 0.10%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2338166.56   | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -18 | NC      | $33585.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      624000 | PA      | $598242.34    | 0.03%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                                                  | Alcon Finance Corp                                                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     1766000 | PA      | $1680176.80   | 0.08%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31359QYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           7 | PA      | $0.02         | 0.00%             | 2027-05-18      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165142 | PA      | $170926.85    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                             | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      567000 | PA      | $592563.00    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                            | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $2280457.41   | 0.11%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      159000 | PA      | $167446.49    | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1740000 | PA      | $1932221.50   | 0.09%             | 2033-03-04      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      490000 | PA      | $461504.57    | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1050000 | PA      | $1008328.13   | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                             | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      443000 | PA      | $436906.00    | 0.02%             | 2029-02-10      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      728268 | PA      | $657191.51    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELO CORP                                                                                           | Belo Corp                                                                        | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $101453.35    | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1350000 | PA      | $1343415.01   | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                | CUSIP: 79581UAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1446041 | PA      | $1485256.09   | 0.07%             | 2053-11-25      | Variable      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      633000 | PA      | $618757.50    | 0.03%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BORGWARNER INC                                                                                      | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      565000 | PA      | $573335.09    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3211000 | PA      | $3081318.56   | 0.14%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $121303.61    | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1673189.66   | 0.08%             | 2037-01-30      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                            | Duke Energy Progress LLC                                                         | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1231817.71   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                    | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |     5825418 | PA      | $5845453.77   | 0.27%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1480879.61   | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     1693000 | PA      | $1628722.78   | 0.08%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      368000 | PA      | $358937.57    | 0.02%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1408520 | PA      | $1402307.36   | 0.06%             | 2056-01-25      | Variable      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1839549.64   | 0.09%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48743 | PA      | $50244.33     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                                             | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1493000 | PA      | $1393809.72   | 0.06%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1040000 | PA      | $1081901.31   | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2999000 | PA      | $3047499.47   | 0.14%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |     1710660 | PA      | $1718447.56   | 0.08%             | 2055-05-25      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-99542.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $21272.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16000 | PA      | $16031.25     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                  | Diageo Capital PLC                                                               | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1585000 | PA      | $1648607.22   | 0.08%             | 2033-10-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4824000 | PA      | $3029686.86   | 0.14%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $624918.11    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $11886.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1554255.60   | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      388000 | PA      | $386527.19    | 0.02%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-Ces1                                        | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-MBS          | CORP              | US        |     6093084 | PA      | $6117412.93   | 0.28%             | 2055-02-25      | Variable      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                                            | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     1292000 | PA      | $1317254.76   | 0.06%             | 2029-06-12      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1730000 | PA      | $1146695.92   | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     1145000 | PA      | $1140544.77   | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                               | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7770000 | PA      | $303.50       | 0.00%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      344270 | PA      | $322154.19    | 0.01%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5579000 | PA      | $5588672.14   | 0.26%             | 2041-03-11      | Variable      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                                                                  | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     1352000 | PA      | $1344902.42   | 0.06%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1896363.02   | 0.09%             | 2056-01-25      | Variable      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2479557.01   | 0.11%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1081000 | PA      | $937091.88    | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $2246572.85   | 0.10%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2023-CES1                                              | CUSIP: 89181XAM3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2583214 | PA      | $2581846.94   | 0.12%             | 2063-07-25      | Variable      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1030073.03   | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1375881.21   | 0.06%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      603000 | PA      | $619622.85    | 0.03%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73812 | PA      | $74129.04     | 0.00%             | 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        |      376057 | PA      | $335152.13    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES5                                                    | CUSIP: 74938KAA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1360315 | PA      | $1368825.19   | 0.06%             | 2044-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65392 | PA      | $68528.61     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nomura Resecuritization Trust                                                                       | Nomura Resecuritization Trust 2015-11R                                           | CUSIP: 65541HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306661 | PA      | $303230.13    | 0.01%             | 2036-05-26      | Variable      | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1582107 | PA      | $1392583.78   | 0.06%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      263000 | PA      | $158894.92    | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      578000 | PA      | $639509.40    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2069000 | PA      | $2025605.58   | 0.09%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2818000 | PA      | $2879788.96   | 0.13%             | 2028-10-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                                                                 | Turkiye Government International Bond                                            | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      426000 | PA      | $422397.24    | 0.02%             | 2031-05-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      458000 | PA      | $446382.39    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      379000 | PA      | $323678.06    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                    | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2945000 | PA      | $3025511.12   | 0.14%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90330 | PA      | $93366.55     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11025000 | PA      | $10537488.28  | 0.49%             | 2045-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      450000 | PA      | $448347.15    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $192379.74    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE6                                                             | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1887934 | PA      | $1872202.62   | 0.09%             | 2055-09-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      625000 | PA      | $595808.44    | 0.03%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      253000 | PA      | $237664.03    | 0.01%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      900000 | PA      | $435415.49    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2025-I                                                           | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     3260000 | PA      | $3253747.32   | 0.15%             | 2038-04-20      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     3311000 | PA      | $2752166.84   | 0.13%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2052000 | PA      | $1962064.70   | 0.09%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     2057000 | PA      | $2153963.11   | 0.10%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2852000 | PA      | $2947360.67   | 0.14%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1605602 | PA      | $1611533.20   | 0.07%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1943826.79   | 0.09%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $23048.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | ENEL Finance International NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     3072000 | PA      | $2918634.95   | 0.14%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8404.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                        | CUSIP: 89182FAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1579809 | PA      | $1588220.73   | 0.07%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-66370.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                            | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63400.49     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3046000 | PA      | $2944090.89   | 0.14%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                            | Export-Import Bank of Korea                                                      | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1990000 | PA      | $1984485.89   | 0.09%             | 2026-08-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9360000 | PA      | $9034959.40   | 0.42%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      662000 | PA      | $618895.80    | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES2                                        | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3893594 | PA      | $3905577.10   | 0.18%             | 2055-06-25      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| VALERO ENERGY CORP                                                                                  | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29995.09     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                             | Jefferies Financial Group Inc                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1033916.55   | 0.05%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TAC0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       62475 | PA      | $56821.56     | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                                                                              | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1600919.85   | 0.07%             | 2029-09-10      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1814067.67   | 0.08%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      774060 | PA      | $699316.23    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5500000 | PA      | $5516844.41   | 0.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2570000 | PA      | $2579469.47   | 0.12%             | 2027-08-07      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YCG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1095 | PA      | $47.06        | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      589926 | PA      | $531941.11    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      530000 | PA      | $533453.25    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10769983 | PA      | $10616514.47  | 0.49%             | 2056-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1769320.58   | 0.08%             | 2029-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1660230 | PA      | $1558989.11   | 0.07%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2694139 | PA      | $2696210.10   | 0.12%             | 2037-02-19      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      356295 | PA      | $304382.05    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     2922000 | PA      | $2928795.17   | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   848350000 | PA      | $3447046.74   | 0.16%             | 2053-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      475000 | PA      | $496613.82    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1896313.52   | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1807000 | PA      | $1839323.45   | 0.09%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     2153000 | PA      | $2168013.97   | 0.10%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      440000 | PA      | $350480.38    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1625000 | PA      | $1624530.02   | 0.08%             | 2042-10-17      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1225000 | PA      | $1189933.40   | 0.06%             | 2031-08-21      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         247 | NC      | $-1824567.90  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1935550.10   | 0.09%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      670000 | PA      | $665199.36    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2025-45 Ltd                                                              | CUSIP: 67126BAG8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |     2900000 | PA      | $2903709.10   | 0.13%             | 2038-10-15      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                         | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      218000 | PA      | $243836.49    | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14250029 | PA      | $14146493.48  | 0.65%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3798000 | PA      | $3825115.97   | 0.18%             | 2034-04-25      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1141272.93   | 0.05%             | 2056-03-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      727000 | PA      | $475628.65    | 0.02%             | 2050-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2026-3                                  | CUSIP: 161938AJ4<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     6907051 | PA      | $6875320.63   | 0.32%             | 2057-01-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                     | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     2479000 | PA      | $2456265.86   | 0.11%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                                            | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1848000 | PA      | $1741305.68   | 0.08%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5345455 | PA      | $4688607.25   | 0.22%             | 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        |      262168 | PA      | $236852.92    | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 12.7825%-GSLDN_B-02/01/2031                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8560000 | OU      | $-61078.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3376000 | PA      | $3362285.00   | 0.16%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $113947.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JABIL INC                                                                                           | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1232243.82   | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1943000 | PA      | $1843427.99   | 0.09%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1890000 | PA      | $1846674.60   | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1301033 | PA      | $1306436.41   | 0.06%             | 2055-06-25      | Variable      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1329328.01   | 0.06%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1880000 | PA      | $1956439.77   | 0.09%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -211 | NC      | $225064.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.7205%-GSLDN_B-17/04/28                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    14892624 | OU      | $-40011.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                               | Western Alliance Bank                                                            | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1062374.20   | 0.05%             | 2035-11-15      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWEDISH KRONA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -25 | NC      | $16714.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1633000 | PA      | $1626541.60   | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                            | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      436000 | PA      | $438918.00    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4151700 | PA      | $3566823.44   | 0.17%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2161308.85   | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                                            | Indianapolis Power & Light Co                                                    | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1224590.88   | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding IX LLC                                                               | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     2657253 | PA      | $2684742.64   | 0.12%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      730000 | PA      | $726407.14    | 0.03%             | 2037-04-10      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                                              | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      580000 | PA      | $567786.10    | 0.03%             | 2036-01-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-SEQ3                                | CUSIP: 79582GAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1655126 | PA      | $1670520.78   | 0.08%             | 2053-06-01      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      989000 | PA      | $695236.09    | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $1888750.23   | 0.09%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      515000 | PA      | $397588.74    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70767 | PA      | $71501.29     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LSEG US FIN CORP                                                                                    | Lseg US Fin Corp                                                                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      690000 | PA      | $687168.36    | 0.03%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         905 | NC      | $-1648322.90  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      758000 | PA      | $743191.46    | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      117000 | PA      | $121657.70    | 0.01%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1815000 | PA      | $2084950.58   | 0.10%             | 2034-03-04      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3405000 | PA      | $3445529.14   | 0.16%             | 2040-01-13      | Variable      | 6.90%                 | Yes           | 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        |     1410000 | PA      | $1289609.35   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     2255320 | PA      | $2269849.91   | 0.11%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      515000 | PA      | $317734.76    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2860000 | PA      | $2814545.99   | 0.13%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      446000 | PA      | $467416.86    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27048000 | PA      | $25575152.01  | 1.18%             | 2028-06-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                                                            | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1700854.86   | 0.08%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1100454.15   | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      748000 | PA      | $631989.83    | 0.03%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      703000 | PA      | $633025.47    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1144037.15   | 0.05%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1821200.72   | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                                             | Sammons Financial Group Inc                                                      | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1518664.94   | 0.07%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2853000 | PA      | $2733362.75   | 0.13%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                                            | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1589000 | PA      | $1633038.47   | 0.08%             | 2029-06-04      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1390525.21   | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      842000 | PA      | $831949.03    | 0.04%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| PEACHTREE FUND TRUST II                                                                             | Peachtree Corners Funding Trust II                                               | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $896889.62    | 0.04%             | 2035-05-15      | Fixed         | 6.01%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      429000 | PA      | $422860.86    | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      885000 | PA      | $934164.98    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   725700000 | PA      | $1816811.08   | 0.08%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1532979.80   | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                                            | Brookfield Asset Management Ltd                                                  | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      635000 | PA      | $627480.33    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      439000 | PA      | $498719.70    | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $6714.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1363 | NC      | $-3072791.61  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                         | CUSIP: 3837H2WC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         419 | PA      | $4.30         | 0.00%             | 2029-08-16      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1343142.36   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $12034.80     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1118225.79   | 0.05%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1322155.32   | 0.06%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1723687 | PA      | $167549.00    | 0.01%             | 2040-09-25      | Floating      | 2.84%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                       | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      740000 | PA      | $737075.25    | 0.03%             | 2036-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 12.845%-BCSANT_B-02/01/2031                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8560000 | OU      | $-56373.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-12                                                 | CUSIP: 46592WAF3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     4882437 | PA      | $4388911.18   | 0.20%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13008723 | PA      | $12257848.33  | 0.57%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $775139.67    | 0.04%             | 2053-05-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2334629 | PA      | $2323823.72   | 0.11%             | 2030-03-15      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1325000 | PA      | $1279164.33   | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.3315%-CBNALDN_B-14/06/2028                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15279194 | OU      | $-290.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      810000 | PA      | $817931.26    | 0.04%             | 2028-06-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      291000 | PA      | $268000.83    | 0.01%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1018335.80   | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287257 | PA      | $297846.72    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1620952.16   | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1350000 | PA      | $1542661.58   | 0.07%             | 2055-10-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      474000 | PA      | $440854.23    | 0.02%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                    | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4612000 | PA      | $3823944.84   | 0.18%             | 2037-04-10      | Variable      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $129102.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1524588.38   | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                                                  | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     2118000 | PA      | $2009640.54   | 0.09%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                         | CUSIP: 38379HZP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      879709 | PA      | $821436.51    | 0.04%             | 2044-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1980000 | PA      | $1785914.60   | 0.08%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2243000 | PA      | $2193408.68   | 0.10%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2026-CART                                                               | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14619000 | PA      | $14495817.82  | 0.67%             | 2036-02-15      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1309000 | PA      | $809125.63    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2050000 | PA      | $2022291.54   | 0.09%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      620000 | PA      | $620963.31    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313890 | PA      | $283255.61    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                            | CUSIP: 525ESC3F4<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      455448 | PA      | $45.54        | 0.00%             | 2012-01-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      511000 | PA      | $404807.81    | 0.02%             | 2053-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378701 | PA      | $371927.26    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                                                    | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      938000 | PA      | $837066.46    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $757603.30    | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO                                                                                        | OCP Euro CLO 2026-15 DAC                                                         | CUSIP: 000000000<br>LEI: 635400SWPXTSHQKC7J29 | Long             | ABS-CBDO         | CORP              | IE        |     6200000 | PA      | $7275361.92   | 0.34%             | 2039-04-18      | Floating      | 3.44%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2591000 | PA      | $2249716.72   | 0.10%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38114 | PA      | $4631.44      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1177000 | OU      | $-123298.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J8LP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71423 | PA      | $70145.27     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                                  | Vantage Data Centers Germany Borrower Lux Sarl                                   | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     6578000 | PA      | $7656490.89   | 0.35%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $1703761.32   | 0.08%             | 2052-11-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ATLASSIAN CORPORATION                                                                               | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     1683000 | PA      | $1690971.77   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                                         | Bear Stearns ARM Trust 2004-5                                                    | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       82901 | PA      | $73104.70     | 0.00%             | 2034-07-25      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE                                                                                     | Cellnex Finance Co SA                                                            | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1585000 | PA      | $1249589.16   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2440297.63   | 0.11%             | 2028-11-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10197000 | PA      | $10205443.12  | 0.47%             | 2043-06-19      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      565000 | PA      | $360359.13    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31394GGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10331 | PA      | $1471.24      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3247880 | PA      | $3246374.67   | 0.15%             | 2030-08-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      805000 | PA      | $609504.06    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      780000 | PA      | $789328.28    | 0.04%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2657993.44   | 0.12%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                       | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |     1708000 | PA      | $1712704.41   | 0.08%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-CES1                                | CUSIP: 79581VAA0<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     3515564 | PA      | $3554120.48   | 0.16%             | 2054-03-25      | Variable      | 6.31%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2026-CES1                                               | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |     3135309 | PA      | $3109071.02   | 0.14%             | 2056-06-25      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31396L4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6236 | PA      | $6095.99      | 0.00%             | 2036-12-25      | Floating      | 3.84%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1289124.19   | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2820000 | PA      | $3260708.67   | 0.15%             | 2031-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      819311 | PA      | $696756.20    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1698421.31   | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1013566.40   | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                                                                        | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      793000 | PA      | $674471.50    | 0.03%             | 2033-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YC80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3978 | PA      | $493.50       | 0.00%             | 2031-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3133TJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12753 | PA      | $154.54       | 0.00%             | 2027-06-17      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF5 LLC                                                               | CUSIP: 69384AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1778000 | PA      | $1777099.27   | 0.08%             | 2055-10-25      | Variable      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    61700000 | PA      | $371429.63    | 0.02%             | 2055-12-20      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      690000 | PA      | $678549.70    | 0.03%             | 2031-10-22      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                          | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5889000 | PA      | $4649303.72   | 0.22%             | 2046-11-10      | Variable      | 2.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      665000 | PA      | $670870.71    | 0.03%             | 2029-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1519 | PA      | $210.87       | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2822730.55   | 0.13%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1461000 | PA      | $1331434.27   | 0.06%             | 2033-01-12      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $1444616.95   | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | 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        |     3130000 | PA      | $2925405.36   | 0.14%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -229 | NC      | $819700.29    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1688000 | PA      | $1665402.32   | 0.08%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                             | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1546636.95   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2829000 | OU      | $-296356.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      403000 | PA      | $407030.00    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2252000 | PA      | $2222641.19   | 0.10%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $960540.94    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $942267.30    | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      158452 | PA      | $155955.87    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1400000 | PA      | $1641466.45   | 0.08%             | 2036-04-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31364JN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2102 | PA      | $248.80       | 0.00%             | 2030-05-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1820484 | PA      | $1816576.02   | 0.08%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1200000 | PA      | $1401464.48   | 0.06%             | 2030-04-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      255000 | PA      | $159426.03    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1814.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE3                                                             | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      882834 | PA      | $898144.64    | 0.04%             | 2053-11-25      | Variable      | 6.44%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2216000 | PA      | $2202247.24   | 0.10%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1283000 | OU      | $-134402.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110769 | PA      | $113231.75    | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                                            | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     2383000 | PA      | $2265474.16   | 0.10%             | 2029-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.455%-GSLDN_B-15/04/31                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1095785 | OU      | $3425.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1909610.09   | 0.09%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                                              | Sumisho Air Lease Corp                                                           | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1727830.75   | 0.08%             | 2028-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1366923.32   | 0.06%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO                                                                                        | OCP Euro Clo 2024-9 DAC                                                          | CUSIP: 000000000<br>LEI: 635400OLDPPTXRI97J03 | Long             | ABS-CBDO         | CORP              | IE        |     1200000 | PA      | $1409035.93   | 0.07%             | 2038-04-20      | Floating      | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.1%-MLLDN_B-02/01/2031                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    40687668 | OU      | $-190600.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      441000 | PA      | $419017.24    | 0.02%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SEKISUI HOUSE US                                                                                    | Sekisui House US Inc                                                             | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1286961.16   | 0.06%             | 2030-01-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1363360.20   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5042000 | PA      | $4365662.99   | 0.20%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-19929.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2092560.30   | 0.10%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE2                                                             | CUSIP: 316925AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      756141 | PA      | $784650.49    | 0.04%             | 2053-05-25      | Variable      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2615000 | PA      | $2589054.31   | 0.12%             | 2029-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     8187845 | PA      | $7306611.27   | 0.34%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $918676.79    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| TORY Commercial Mortgage Trust                                                                      | TORY Commercial Mortgage Trust 2026-HGTS                                         | CUSIP: 89148WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11173000 | PA      | $11005699.19  | 0.51%             | 2046-01-13      | Variable      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1352836.35   | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      465000 | PA      | $462269.90    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |           1 | NC      | $46413.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1348000 | PA      | $1371492.30   | 0.06%             | 2029-09-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20097000 | PA      | $19007365.78  | 0.88%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                           | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6406000 | PA      | $6447045.16   | 0.30%             | 2044-07-13      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.808%-MSDWLDN_B-05/03/36                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17675500 | OU      | $32377.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3948000 | PA      | $3934661.84   | 0.18%             | 2042-12-10      | Variable      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                            | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1025231.05   | 0.05%             | 2035-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31410LXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52515 | PA      | $48582.73     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORP                                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $2236656.56   | 0.10%             | 2029-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254835 | PA      | $226457.02    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      454000 | PA      | $468799.73    | 0.02%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     2797000 | PA      | $2692014.19   | 0.12%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14524291 | PA      | $14051031.59  | 0.65%             | 2052-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.8225%-GSLDN_B-04/05/28                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2686776 | OU      | $-625.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                 | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      438000 | PA      | $437167.80    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      505000 | PA      | $443771.31    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION--EUR-Fixed 2.268%-GSLDN_B-15/04/31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6167555 | OU      | $84527.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2678974.28   | 0.12%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1669372.56   | 0.08%             | 2029-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2394000 | PA      | $2111257.87   | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-63922.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          24 | NC      | $-178.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                         | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1846158 | PA      | $1833560.37   | 0.08%             | 2039-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3836000 | PA      | $3832443.72   | 0.18%             | 2042-12-10      | Variable      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      670000 | PA      | $633363.18    | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         381 | PA      | $16.07        | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3655497.40   | 0.17%             | 2056-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   542350000 | PA      | $2482258.92   | 0.11%             | 2054-09-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2225000 | PA      | $2275210.28   | 0.11%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      258000 | PA      | $268643.81    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.715%-MLLDN_B-02/01/31                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7523813 | OU      | $-11885.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      666000 | PA      | $653460.47    | 0.03%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1030000 | PA      | $969970.31    | 0.04%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242605 | PA      | $250916.61    | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50882.18     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $931628.33    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2570000 | PA      | $2627939.42   | 0.12%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                   | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      482000 | PA      | $531151.01    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      670000 | PA      | $608960.89    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ENACT HOLDINGS INC                                                                                  | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     2437000 | PA      | $2517937.33   | 0.12%             | 2029-05-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $1781960.04   | 0.08%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2635936.73   | 0.12%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1874580.51   | 0.09%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2873000 | PA      | $2864689.73   | 0.13%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2738046.25   | 0.13%             | 2029-06-08      | Fixed         | 6.31%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1136505.53   | 0.05%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      925000 | PA      | $895155.80    | 0.04%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -79 | NC      | $38540.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                                | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      454000 | PA      | $457953.46    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1727000 | PA      | $1661983.91   | 0.08%             | 2029-09-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                          | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     1732000 | PA      | $1708290.43   | 0.08%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1555425.47   | 0.07%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      467899 | PA      | $467019.82    | 0.02%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      465870 | PA      | $420881.64    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1747000 | PA      | $1751278.35   | 0.08%             | 2035-03-10      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                                | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   412087455 | PA      | $3240234.56   | 0.15%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.274%-GSLDN_B-15/04/31                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6080154 | OU      | $81273.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.701%-GSLDN_B-21/04/28                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    14930237 | OU      | $-41945.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                           | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1967597.22   | 0.09%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                            | CUSIP: 525ESC6Y0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      733897 | PA      | $73.39        | 0.00%             | 2027-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron RR CLO 30 Ltd                                                           | CUSIP: 33882MAA3<br>LEI: 254900A8OFW5DYN8HT77 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2499950.00   | 0.12%             | 2038-04-15      | Floating      | 4.83%                 | Yes           | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      784000 | PA      | $811058.60    | 0.04%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| EVERGY INC                                                                                          | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1451646.11   | 0.07%             | 2055-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2256187 | PA      | $2253163.32   | 0.10%             | 2028-08-25      | Variable      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF6 LLC                                                               | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460784 | PA      | $3412122.92   | 0.16%             | 2064-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     2151000 | PA      | $2194539.70   | 0.10%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $21158.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1692117.58   | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                      | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $257918.84    | 0.01%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -64 | NC      | $151098.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1005731.92   | 0.05%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1090840.42   | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $867103.97    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2023-RCF2 LLC                                                               | CUSIP: 69380RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1001000 | PA      | $981996.62    | 0.05%             | 2053-11-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KHNK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      442510 | PA      | $396228.19    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      576000 | PA      | $613381.93    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                             | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      553000 | PA      | $548140.74    | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9050268 | PA      | $8753693.27   | 0.41%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2134 | NC      | $-5404130.22  | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                             | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58208000 | PA      | $181940.75    | 0.01%             | 2039-09-13      | Variable      | 0.47%                 | Yes           | 2                  | On Loan: No      |
| MOTIVA ENTERPRISES LLC                                                                              | Motiva Enterprises LLC                                                           | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1334851.77   | 0.06%             | 2040-01-15      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE1                                                             | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3709559 | PA      | $3766238.47   | 0.17%             | 2054-03-25      | Variable      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      398000 | PA      | $412572.97    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     1339000 | PA      | $1374961.16   | 0.06%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $29924.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                               | CUSIP: 3622AD3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3751060 | PA      | $3799814.65   | 0.18%             | 2055-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      518345 | PA      | $423456.83    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $170080.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                                | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     2231867 | PA      | $2293058.53   | 0.11%             | 2053-08-25      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1353949.46   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504597 | PA      | $468558.58    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76785 | PA      | $78906.01     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8946400000 | PA      | $2370525.90   | 0.11%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1805000 | PA      | $1476997.66   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2469000 | PA      | $2528203.56   | 0.12%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1635618 | PA      | $1504022.78   | 0.07%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $7737.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2254000 | PA      | $2279614.34   | 0.11%             | 2029-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                         | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1076888.04   | 0.05%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      866000 | PA      | $885712.25    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                                | CUSIP: 79582MAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     4681484 | PA      | $4751995.07   | 0.22%             | 2054-04-25      | Variable      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      512000 | PA      | $506770.36    | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 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        |      544843 | PA      | $545310.83    | 0.03%             | 2036-11-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     3338000 | PA      | $3316040.67   | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | CHF CURRENCY FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -102 | NC      | $136999.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $601185.05    | 0.03%             | 2056-06-09      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     2266000 | PA      | $2282850.07   | 0.11%             | 2030-01-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155040 | PA      | $159534.46    | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.7375%-GSLDN_B-29/04/28                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2682643 | OU      | $-5889.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1585000 | PA      | $1392818.75   | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Wellesley Park CLO LTD                                                                              | Wellesley Park CLO Ltd                                                           | CUSIP: 94949AAG9<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4203565.80   | 0.19%             | 2039-01-24      | Floating      | 6.12%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.29%-GSLDN_B-15/04/31                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2852334 | OU      | $35553.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2005-D Trust                                            | CUSIP: 05949A4R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111809 | PA      | $113275.30    | 0.01%             | 2035-05-25      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.47%-GSLDN_B-15/04/31                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2191571 | OU      | $4984.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      319000 | PA      | $348277.70    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1926427.17   | 0.09%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      307000 | PA      | $206050.05    | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      419785 | PA      | $369237.77    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1078000 | PA      | $1203454.60   | 0.06%             | 2031-10-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1547000 | PA      | $1506788.95   | 0.07%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1435000 | PA      | $1392622.66   | 0.06%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.4145%-GSLDN_B-29/04/31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1108237 | OU      | $6004.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      772843 | PA      | $776158.39    | 0.04%             | 2034-01-25      | Floating      | 6.90%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5019000 | PA      | $4920580.57   | 0.23%             | 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        |      206635 | PA      | $184158.92    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287134 | PA      | $235573.92    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         977 | PA      | $158.92       | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      750000 | PA      | $671652.90    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                     | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      492000 | PA      | $478036.97    | 0.02%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     1085000 | PA      | $789744.29    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      541375 | PA      | $547733.68    | 0.03%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2574836.21   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | 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        |     1626481 | PA      | $1626481.37   | 0.08%             | 2037-01-15      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                               | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1357880.38   | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $11814.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                                            | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      530000 | PA      | $500741.28    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                                               | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1170078.88   | 0.05%             | 2029-03-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1662792.79   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2570000 | PA      | $2710599.95   | 0.13%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         375 | NC      | $-396236.70   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2750000 | PA      | $2732167.98   | 0.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      605000 | PA      | $618573.25    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      117000 | PA      | $111341.95    | 0.01%             | 2028-02-29      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1426052.09   | 0.07%             | 2056-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | MEX (100) JUN-31                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     3329000 | OU      | $-18109.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                  | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      910000 | PA      | $899343.46    | 0.04%             | 2032-10-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-USD-Fixed 2.6695%-JPMLDN_B-28/04/31                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4664268 | OU      | $16368.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-8 LLC                                                                  | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762297 | PA      | $761984.61    | 0.04%             | 2029-12-25      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1500374.82   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9850000 | PA      | $9445226.56   | 0.44%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                          | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      660000 | PA      | $632464.65    | 0.03%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     1135000 | PA      | $1026185.06   | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      770000 | PA      | $714799.62    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      434000 | PA      | $503613.24    | 0.02%             | 2036-05-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2796000 | PA      | $2711551.74   | 0.13%             | 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        |     2391000 | PA      | $2217595.45   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      795000 | PA      | $717078.85    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      240697 | PA      | $205850.74    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1199000 | PA      | $674062.81    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1997000 | PA      | $1955031.81   | 0.09%             | 2036-02-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3482 | PA      | $479.78       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1114064.25   | 0.05%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2197102.80   | 0.10%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES5                                        | CUSIP: 46594DAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1825252 | PA      | $1819587.13   | 0.08%             | 2056-02-25      | Variable      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      143000 | PA      | $126795.88    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      907448 | PA      | $935345.74    | 0.04%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      237000 | PA      | $119692.87    | 0.01%             | 2050-08-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      670000 | PA      | $434018.83    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                                            | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1074000 | PA      | $1052993.18   | 0.05%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES2                                                    | CUSIP: 748956AD1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     5513000 | PA      | $5551360.17   | 0.26%             | 2043-09-25      | Variable      | 7.36%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.724%-GSLDN_B-17/04/28                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     7444012 | OU      | $-19420.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                                | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     2843000 | PA      | $2742130.64   | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      545000 | PA      | $561633.59    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1571028.79   | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                     | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1271705.92   | 0.06%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1287989.14   | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1519222.39   | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      974000 | PA      | $997296.55    | 0.05%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1447000 | PA      | $1477635.71   | 0.07%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                           | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $441011.65    | 0.02%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2874000 | PA      | $2764877.82   | 0.13%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1320473.93   | 0.06%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      670000 | PA      | $644407.03    | 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        |     2354000 | PA      | $2323649.08   | 0.11%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3349000 | PA      | $3233810.51   | 0.15%             | 2036-11-04      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                                             | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     1604000 | PA      | $1565468.05   | 0.07%             | 2030-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUT 8 DC LLC                                                                                        | HUT 8 DC LLC                                                                     | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1201873.80   | 0.06%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES1                                        | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |      571016 | PA      | $574758.37    | 0.03%             | 2054-04-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1170446.23   | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Churchill Middle Market CLO                                                                         | Churchill NCDLC CLO-I LLC                                                        | CUSIP: 17151JAS8<br>LEI: 5493004CDRTHE6R7HG15 | Long             | ABS-CBDO         | CORP              | US        |     3910000 | PA      | $3911794.69   | 0.18%             | 2038-04-20      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $1661491.31   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      326532 | PA      | $336977.26    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      565000 | PA      | $561564.75    | 0.03%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2518378.08   | 0.12%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      117000 | PA      | $94711.50     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1213442.00   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1029160.74   | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |     1568000 | PA      | $1528604.24   | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2021-22 Ltd                                                              | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     3800000 | PA      | $3808143.40   | 0.18%             | 2037-10-20      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                              | CUSIP: 912797UT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   150391000 | PA      | $148854993.55 | 6.89%             | 2026-08-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          84 | PA      | $83.83        | 0.00%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ASSOC BANC-CORP                                                                                     | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1333281.25   | 0.06%             | 2030-08-29      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      549000 | PA      | $468815.52    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1361495.70   | 0.06%             | 2029-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                           | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3311000 | PA      | $3306912.54   | 0.15%             | 2044-07-13      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     1271740 | PA      | $1276814.99   | 0.06%             | 2031-11-25      | Floating      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                                              | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      803000 | PA      | $648232.27    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      516433 | PA      | $507195.78    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1751321 | PA      | $171883.62    | 0.01%             | 2037-01-25      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      825000 | PA      | $606896.64    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      583000 | PA      | $682602.44    | 0.03%             | 2037-05-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2023-RCF2 LLC                                                               | CUSIP: 69380RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1964945.40   | 0.09%             | 2053-11-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      484000 | PA      | $420247.54    | 0.02%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1896305.64   | 0.09%             | 2056-01-25      | Variable      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1511131.00   | 0.07%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                                            | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1694077.72   | 0.08%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2920000 | PA      | $2999265.18   | 0.14%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2124000 | PA      | $2166185.36   | 0.10%             | 2030-01-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $1823821.83   | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                          | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      640000 | PA      | $633193.70    | 0.03%             | 2032-01-13      | Fixed         | 4.76%                 | Yes           | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $992042.56    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      732480 | PA      | $686411.85    | 0.03%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1631758.11   | 0.08%             | 2036-10-22      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1284841.36   | 0.06%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                            | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     1498000 | PA      | $1363165.08   | 0.06%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      452000 | PA      | $417755.30    | 0.02%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                                | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      925000 | PA      | $925929.16    | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |      868758 | PA      | $867808.30    | 0.04%             | 2054-10-20      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      964000 | PA      | $949682.44    | 0.04%             | 2031-12-10      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF2 LLC                                                               | CUSIP: 74449JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6492438 | PA      | $6538031.51   | 0.30%             | 2056-03-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      491000 | PA      | $307181.88    | 0.01%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2885077.60   | 0.13%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Audax Senior Debt CLO, LLC                                                                          | Audax Senior Debt CLO 12 LLC                                                     | CUSIP: 05071UAG1<br>LEI: 2549000WPSDUYXTCWS66 | Long             | ABS-CBDO         | CORP              | KY        |     4160000 | PA      | $4130638.72   | 0.19%             | 2037-04-22      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| Irwin Home Equity                                                                                   | Irwin Home Equity Loan Trust 2006-1                                              | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18102 | PA      | $18050.52     | 0.00%             | 2035-09-25      | Variable      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| AMEREN ILLINOIS CO                                                                                  | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      950000 | PA      | $941508.73    | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                                                                  | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $116098.39    | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1583000 | PA      | $1572060.16   | 0.07%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $290393.83    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2026673 | PA      | $2029454.03   | 0.09%             | 2054-09-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1000952.97   | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393BN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7677 | PA      | $1010.62      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1645844.01   | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      950743 | PA      | $954406.57    | 0.04%             | 2054-06-25      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Peace Park CLO, Ltd.                                                                                | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |     6991000 | PA      | $6997487.65   | 0.32%             | 2038-10-20      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      522000 | PA      | $520651.86    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4387600 | PA      | $4388532.82   | 0.20%             | 2041-05-15      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1274167.11   | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                          | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      317000 | PA      | $317662.64    | 0.01%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7317000 | PA      | $7328377.94   | 0.34%             | 2043-01-18      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    93000000 | PA      | $5290594.50   | 0.24%             | 2034-08-08      | Fixed         | 10.80%                | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -573 | NC      | $910432.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7603229 | PA      | $7616838.05   | 0.35%             | 2039-03-19      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      343000 | PA      | $325903.32    | 0.02%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                                                          | Intel Corp                                                                       | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      600000 | PA      | $596226.58    | 0.03%             | 2056-05-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | BP CURRENCY FUT JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         139 | NC      | $146857.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2145989.72   | 0.10%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      423470 | PA      | $405782.54    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                         | CUSIP: 46593PAB6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     5160000 | PA      | $5182623.30   | 0.24%             | 2055-07-20      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1585000 | PA      | $1421812.05   | 0.07%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1575000 | PA      | $1603218.79   | 0.07%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -51 | NC      | $70573.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | AUDUSD CRNCY FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          76 | NC      | $42144.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSAA Home Equity Trust                                                                              | GSAA Trust                                                                       | CUSIP: 40051CAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39132 | PA      | $55657.89     | 0.00%             | 2034-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1913000 | PA      | $1792500.24   | 0.08%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4379158 | PA      | $4350845.96   | 0.20%             | 2041-06-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238404 | PA      | $239417.37    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2160000 | PA      | $2109495.42   | 0.10%             | 2037-01-13      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1038841.78   | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-7867.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2728241 | PA      | $2745800.54   | 0.13%             | 2054-12-25      | Variable      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-29863.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5ZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14856021 | PA      | $14326250.08  | 0.66%             | 2055-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      511000 | PA      | $496512.21    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                            | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1350000 | PA      | $1308949.32   | 0.06%             | 2047-01-15      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186836 | PA      | $183493.74    | 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        |      805000 | PA      | $804199.89    | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31364HN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           2 | PA      | $0.01         | 0.00%             | 2026-11-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      669000 | PA      | $575675.40    | 0.03%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      436000 | PA      | $430189.24    | 0.02%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1670827.62   | 0.08%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                     | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |      872000 | PA      | $569452.68    | 0.03%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | MEX (100) JUN-31                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     3328000 | OU      | $-18104.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1927878 | PA      | $1942987.08   | 0.09%             | 2053-07-25      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S44 DEC-30                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      447000 | OU      | $-51362.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370923 | PA      | $317562.49    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF4 LLC                                                               | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6959467 | PA      | $6890406.30   | 0.32%             | 2055-08-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1229000 | PA      | $1274497.67   | 0.06%             | 2084-07-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                                            | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     2762000 | PA      | $2707203.02   | 0.13%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      971000 | PA      | $949812.08    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1224749.15   | 0.06%             | 2030-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | EURO FX CURR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          67 | NC      | $79823.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5499000 | PA      | $5387731.20   | 0.25%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      240147 | PA      | $216958.47    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7070882 | PA      | $6315433.84   | 0.29%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1506000 | PA      | $1031139.38   | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Wealth Management                                                                       | JPMorgan Wealth Management 2020-ATR1                                             | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1236561 | PA      | $1077946.38   | 0.05%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8508 | PA      | $1060.48      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2915391.63   | 0.13%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $42541.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4000544.00   | 0.19%             | 2039-01-17      | Floating      | 6.28%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $809297.70    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1820000 | PA      | $1852452.66   | 0.09%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      315000 | PA      | $314195.51    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                                | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   414130945 | PA      | $3281008.05   | 0.15%             | 2038-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1349984.91   | 0.06%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                                           | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC                           | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11968000 | PA      | $11986351.01  | 0.55%             | 2043-09-20      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                                | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     2174000 | PA      | $2410298.10   | 0.11%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                            | American Water Capital Corp                                                      | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      427000 | PA      | $417323.48    | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      207000 | PA      | $204851.13    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-182011.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      530000 | PA      | $558817.24    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                                              | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1230000 | PA      | $1214823.60   | 0.06%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                             | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |     1479878 | PA      | $1487277.07   | 0.07%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1411283.83   | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      865000 | PA      | $835022.49    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74834 | PA      | $77338.11     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2025-HE2                                              | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-O            | CORP              | US        |     5244765 | PA      | $5244892.26   | 0.24%             | 2055-11-20      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                             | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |      634000 | PA      | $665137.84    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1074999.84   | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | 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        |      929132 | PA      | $915303.68    | 0.04%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   188000000 | PA      | $900557.89    | 0.04%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BTP FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -41 | NC      | $6077.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      588304 | PA      | $561661.78    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8944000 | PA      | $8252237.50   | 0.38%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      627000 | PA      | $430278.75    | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-MXN-Fixed 7.6293%-MLLDN_B-14/06/2028                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    21780979 | OU      | $6516.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1748000 | PA      | $1081848.13   | 0.05%             | 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        |     1118000 | PA      | $1264645.87   | 0.06%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      116000 | PA      | $108679.97    | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      585000 | PA      | $585472.22    | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                       | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1674237.66   | 0.08%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      446000 | PA      | $324406.37    | 0.02%             | 2044-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      118574 | PA      | $110910.12    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78109 | PA      | $81618.32     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES2                                        | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |     2162684 | PA      | $2165699.83   | 0.10%             | 2054-09-25      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1284601.04   | 0.06%             | 2033-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2092000 | PA      | $1679432.75   | 0.08%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOMPO HOLDINGS INC                                                                                  | Sompo Holdings Inc                                                               | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |     1570000 | PA      | $1544760.46   | 0.07%             | 2037-04-22      | Fixed         | 5.41%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAF2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2107311 | PA      | $1882858.64   | 0.09%             | 2052-05-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                                                                              | Choice Hotels International Inc                                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1938000 | PA      | $1858408.06   | 0.09%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2733868.13   | 0.13%             | 2029-06-12      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1218301.10   | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1140415.22   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      370000 | PA      | $375291.38    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      217000 | PA      | $198610.55    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE2                                                             | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3593291 | PA      | $3614671.60   | 0.17%             | 2055-03-25      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      537000 | PA      | $523203.67    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $940988.63    | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      546135 | PA      | $543562.17    | 0.03%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      309000 | PA      | $223059.38    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NZD FUT JUN26                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         186 | NC      | $337178.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1218807.84   | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1956000 | PA      | $1942276.41   | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1574000 | PA      | $1099094.69   | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1128727.46   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      728000 | PA      | $725892.23    | 0.03%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZD8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1373391 | PA      | $566912.76    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) JUN26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -104 | NC      | $1559910.48   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1414897.64   | 0.07%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46037.20     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                             | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1288973.08   | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1412919.32   | 0.07%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1132751.17   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-EUR-Fixed 2.747%-GSLDN_B-29/04/28                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2682643 | OU      | $-5315.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44846.53     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1619239.62   | 0.07%             | 2028-12-05      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S44 DEC-30                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5846000 | OU      | $-671727.76   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LLC                                                                                | Emera US Finance LLC                                                             | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $843201.76    | 0.04%             | 2056-10-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1187290.08   | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WOORI BANK                                                                                          | Woori Bank                                                                       | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     2529000 | PA      | $2620475.50   | 0.12%             | 2029-07-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Apna Park CLO DAC                                                                                   | Apna Park Clo DAC                                                                | CUSIP: 000000000<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |    13100000 | PA      | $15382467.55  | 0.71%             | 2038-12-15      | Floating      | 3.37%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5184000 | PA      | $4892068.07   | 0.23%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WEYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      839003 | PA      | $803802.17    | 0.04%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2813000 | PA      | $2755499.38   | 0.13%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      644000 | PA      | $641633.96    | 0.03%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2706840.87   | 0.13%             | 2035-02-13      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1538845.66   | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X4PR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1101105 | PA      | $965801.24    | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $361472.40    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |    35996000 | PA      | $35060.10     | 0.00%             | 2039-09-13      | Variable      | 0.17%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2736000 | PA      | $2747177.63   | 0.13%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                | CUSIP: 79589VAN4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     5077812 | PA      | $5117825.56   | 0.24%             | 2055-06-25      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1018866.09   | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                                              | Sumisho Air Lease Corp                                                           | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      460000 | PA      | $455531.61    | 0.02%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393BKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8402 | PA      | $1136.15      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $7251.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1558689.76   | 0.07%             | 2031-01-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3725518 | PA      | $3381389.63   | 0.16%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2461889.30   | 0.11%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2729591.15   | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      252000 | PA      | $247865.63    | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140GSZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1002054 | PA      | $953237.73    | 0.04%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5702343.78   | 0.26%             | 2027-11-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     3023000 | PA      | $2921607.98   | 0.14%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5980789 | PA      | $5245872.09   | 0.24%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2495000 | PA      | $2434866.61   | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      738902 | PA      | $729419.27    | 0.03%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7600855 | PA      | $6492504.43   | 0.30%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10498422 | PA      | $10422127.36  | 0.48%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1007864.83   | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1319000 | PA      | $1284927.13   | 0.06%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CIMIC FINANCE LTD                                                                                   | CIMIC Finance Ltd                                                                | CUSIP: 17186PAA2<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |      860000 | PA      | $849323.63    | 0.04%             | 2036-04-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      995000 | PA      | $976995.54    | 0.05%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     1355000 | PA      | $1368115.05   | 0.06%             | 2055-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ALLEGION PLC                                                                                        | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     1882000 | PA      | $1813080.01   | 0.08%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANC OF CALIFORNIA                                                                                  | Banc of California                                                               | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |      484000 | PA      | $481672.28    | 0.02%             | 2031-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8350460 | PA      | $8347875.71   | 0.39%             | 2038-12-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2790481.80   | 0.13%             | 2037-02-06      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                                                                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     2351000 | PA      | $2306671.99   | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1421051.63   | 0.07%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                                            | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1482399.91   | 0.07%             | 2029-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                                                               | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1076353.98   | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                                                                                    | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     2457000 | PA      | $2453590.13   | 0.11%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2358216.95   | 0.11%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL NET LEASE INC                                                                                | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     1027000 | PA      | $1002172.83   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $1008002.65   | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1805000 | PA      | $1735338.28   | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3910000 | PA      | $3906933.39   | 0.18%             | 2039-12-15      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                    | CUSIP: 749427AD2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      998000 | PA      | $1004463.77   | 0.05%             | 2045-01-25      | Variable      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $336021.31    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     2366000 | PA      | $2463985.83   | 0.11%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2458000 | PA      | $2445710.00   | 0.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                  | CUSIP: 46653PAM9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    10029849 | PA      | $9420303.83   | 0.44%             | 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        |      813924 | PA      | $783470.87    | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      730000 | PA      | $719885.35    | 0.03%             | 2037-03-10      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1768000 | PA      | $1730002.76   | 0.08%             | 2055-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $321930.78    | 0.01%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     2208000 | PA      | $2165596.15   | 0.10%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1040000 | PA      | $922783.83    | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      607000 | PA      | $293162.03    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-83803.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      526000 | PA      | $387897.39    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                                                                                    | Progressive Corp/The                                                             | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      830000 | PA      | $830236.03    | 0.04%             | 2036-03-26      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1210088.22   | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         876 | NC      | $-4539535.34  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10502622 | PA      | $10426313.75  | 0.48%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HKLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625699 | PA      | $628401.18    | 0.03%             | 2048-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                             | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1438360.37   | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $45083.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Y6XX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6351466 | PA      | $6268841.98   | 0.29%             | 2055-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      835000 | PA      | $822986.41    | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES9                                                    | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     5792022 | PA      | $5814380.20   | 0.27%             | 2044-12-25      | Variable      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GXGH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2400000 | PA      | $2384376.89   | 0.11%             | 2056-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2582000 | PA      | $2408118.44   | 0.11%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2936824 | PA      | $2351132.53   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20000000 | PA      | $19275980.00  | 0.89%             | 2056-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                                                                         | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     2741000 | PA      | $2769147.36   | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-228884.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     1467000 | PA      | $1449026.67   | 0.07%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      285000 | PA      | $191751.00    | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | ITRAXX XOVER S45 JUN-31                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1918000 | OU      | $-200922.87   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1272285.99   | 0.06%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      953000 | PA      | $940555.52    | 0.04%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                                           | Structured Asset Mortgage Investments II Trust 2004-AR7                          | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105702 | PA      | $100671.97    | 0.00%             | 2035-04-19      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                                                                     | DTE Electric Co                                                                  | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      705000 | PA      | $676217.85    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $791332.67    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1375000 | PA      | $1220797.61   | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | 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        |   147060850 | NS      | $147031437.76 | 6.80%             |  |  |  | No            | N/A                | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                                                            | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      337000 | PA      | $344052.93    | 0.02%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      925000 | PA      | $934599.53    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         734 | NC      | $-3544240.26  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1478000 | PA      | $1480309.38   | 0.07%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4730812.51   | 0.22%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1673000 | PA      | $1137640.00   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNION ELECTRIC CO                                                                                   | Union Electric Co                                                                | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $980442.93    | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      412000 | PA      | $416422.08    | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 49129800000 | PA      | $12776483.67  | 0.59%             | 2030-02-27      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                            | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      512000 | PA      | $500835.25    | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2538000 | PA      | $2564415.48   | 0.12%             | 2041-03-11      | Variable      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3048554.71   | 0.14%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1127842.85   | 0.05%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319266 | PA      | $312441.03    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2089000 | PA      | $2168038.57   | 0.10%             | 2055-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1235602.69   | 0.06%             | 2030-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ESSENT GROUP LTD                                                                                    | Essent Group Ltd                                                                 | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     1674000 | PA      | $1731071.67   | 0.08%             | 2029-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      254000 | PA      | $189557.31    | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                            | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $5139286.22   | 0.24%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-CHF-Fixed 0.6212%-MSDWLDN_B-23/01/36                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4400000 | OU      | $-17757.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1238562.50   | 0.06%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2994000 | PA      | $2650157.81   | 0.12%             | 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        |      174558 | PA      | $182931.19    | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1312000 | PA      | $999375.00    | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      768000 | PA      | $784631.97    | 0.04%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1210000 | PA      | $1139821.79   | 0.05%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349769 | PA      | $311723.90    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $2883.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132XVZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      315554 | PA      | $309263.33    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      696000 | PA      | $609435.00    | 0.03%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                                                              | American Airlines 2025-1 Class A Pass Through Trust                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6310803.66   | 0.29%             | 2038-05-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                                            | United Airlines 2019-1 Class AA Pass Through Trust                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1269742 | PA      | $1235820.42   | 0.06%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 3136FAEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2689 | PA      | $388.14       | 0.00%             | 2031-12-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1870000 | PA      | $1959527.90   | 0.09%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     1415000 | PA      | $1349437.93   | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 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        |    13042000 | PA      | $11376011.40  | 0.53%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2111000 | PA      | $2022097.96   | 0.09%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     3141000 | PA      | $2992958.67   | 0.14%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2829000 | PA      | $2664209.99   | 0.12%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.405%-GSLDN_B-29/04/31                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1108238 | OU      | $6600.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1400934.50   | 0.06%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9682.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BGC GROUP INC                                                                                       | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1664526.05   | 0.08%             | 2030-04-02      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                                                                         | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     3690000 | PA      | $5682604.72   | 0.26%             | 2036-03-08      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                              | 200 Park Funding Trust                                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1260554.68   | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1399653.09   | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2054000 | PA      | $1846353.44   | 0.09%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1161280.34   | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4559000 | PA      | $4523642.35   | 0.21%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2622000 | PA      | $2735708.12   | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1348991.32   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BEST BUY CO INC                                                                                     | Best Buy Co Inc                                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $947880.02    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2603182 | PA      | $2187071.78   | 0.10%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                                                                             | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     2861000 | PA      | $2882987.19   | 0.13%             | 2030-02-18      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2811424.79   | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      450000 | PA      | $449611.36    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-OAT FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -87 | NC      | $241897.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NIPPON LIFE INSURANCE                                                                               | Nippon Life Insurance Co                                                         | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      697000 | PA      | $697785.32    | 0.03%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2741000 | PA      | $2749880.76   | 0.13%             | 2028-09-15      | Fixed         | 4.70%                 | 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        |     1440670 | PA      | $1413812.21   | 0.07%             | 2028-01-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15622000 | PA      | $15525591.80  | 0.72%             | 2041-02-15      | Floating      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1795921.66   | 0.08%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                              | Darden Restaurants Inc                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      391000 | PA      | $316669.88    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2003188.92   | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6748000 | PA      | $6796022.61   | 0.31%             | 2041-03-11      | Variable      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1621000 | PA      | $1036173.59   | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| PENTAIR FINANCE SARL                                                                                | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     1568000 | PA      | $1563108.86   | 0.07%             | 2029-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      257000 | PA      | $245299.89    | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                     | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2141776.98   | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                  | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1712000 | PA      | $1719355.95   | 0.08%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           | 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        |     1341334 | PA      | $1342611.19   | 0.06%             | 2037-06-19      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2627000 | PA      | $2851674.44   | 0.13%             | 2033-06-20      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      939000 | PA      | $1075453.40   | 0.05%             | 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        |      173076 | PA      | $155301.53    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 31392MTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4458 | PA      | $425.52       | 0.00%             | 2032-03-15      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2022-1 Ltd                                                               | CUSIP: 43730GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2222155.00   | 0.10%             | 2034-10-25      | Floating      | 12.65%                | Yes           | 2                  | On Loan: No      |
| IDEX CORP                                                                                           | IDEX Corp                                                                        | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     1831000 | PA      | $1849019.05   | 0.09%             | 2029-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48983 | PA      | $48082.71     | 0.00%             | 2037-07-25      | Floating      | 3.60%                 | No            | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                                                                  | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     1389000 | PA      | $1300731.51   | 0.06%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1612000 | PA      | $1597391.25   | 0.07%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7755 | PA      | $961.99       | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1280548.63   | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1861000 | PA      | $1657016.96   | 0.08%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                     | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      692000 | PA      | $712214.32    | 0.03%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1211198 | PA      | $1203892.27   | 0.06%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |     1730000 | PA      | $1739261.92   | 0.08%             | 2080-09-24      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      531437 | PA      | $454985.19    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1268849.62   | 0.06%             | 2029-01-26      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1416295.42   | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      792000 | PA      | $807958.35    | 0.04%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      900000 | PA      | $859419.63    | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-5238.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | INFLATION-EUR-Fixed 2.28%-GSLDN_B-15/04/31                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3041802 | OU      | $39630.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      294000 | PA      | $196933.39    | 0.01%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                      | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      881000 | PA      | $859176.73    | 0.04%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2300000 | PA      | $2342570.54   | 0.11%             | 2031-07-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                                                             | GBX Leasing 2022-1 LLC                                                           | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3792372 | PA      | $3705811.95   | 0.17%             | 2056-02-20      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     3666467 | PA      | $3644910.01   | 0.17%             | 2049-08-20      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     1690000 | PA      | $1603081.80   | 0.07%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $982343.75    | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      836658 | PA      | $818771.74    | 0.04%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.15%-BCSANT_B-02/01/2031                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10306031 | OU      | $-43204.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2133000 | PA      | $2210529.35   | 0.10%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                                            | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1442979 | PA      | $1319846.77   | 0.06%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GABX LEASING                                                                                        | Gabx Leasing LLC                                                                 | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      690000 | PA      | $681795.81    | 0.03%             | 2036-04-15      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1059698.20   | 0.05%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      880000 | PA      | $879636.30    | 0.04%             | 2037-03-23      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      585000 | PA      | $416311.62    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1548978.20   | 0.07%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      140000 | PA      | $105612.50    | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1350000 | PA      | $1303153.62   | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| DELHAIZE AMERICA LLC                                                                                | Delhaize America LLC                                                             | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |      809000 | PA      | $948200.51    | 0.04%             | 2031-04-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                                              | Engie Energia Chile SA                                                           | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1694000 | PA      | $1602743.71   | 0.07%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      715000 | PA      | $691089.78    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NORWEGIAN KRONE JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -26 | NC      | $-289832.40   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                           | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     2622000 | PA      | $2678980.46   | 0.12%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1186772 | PA      | $1194153.58   | 0.06%             | 2028-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4726301 | PA      | $4218322.79   | 0.20%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     1961000 | PA      | $1917528.61   | 0.09%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      400508 | PA      | $420296.83    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                            | CUSIP: 525ESCKW8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      681267 | PA      | $68.13        | 0.00%             | 2018-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     1697000 | PA      | $1779410.05   | 0.08%             | 2029-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1037086 | PA      | $966251.23    | 0.04%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                                             | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280991 | PA      | $2049108.37   | 0.09%             | 2034-07-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                        | CUSIP: 393505MR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11060 | PA      | $11075.05     | 0.00%             | 2027-06-15      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                                            | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     1505000 | PA      | $1569401.06   | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331147 | PA      | $325223.69    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7700000 | PA      | $7634265.10   | 0.35%             | 2056-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      882000 | PA      | $906550.02    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1625784.71   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      686000 | PA      | $353504.38    | 0.02%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     2861000 | PA      | $2866949.34   | 0.13%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3301000 | PA      | $2925365.64   | 0.14%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2915000 | PA      | $2972616.81   | 0.14%             | 2029-04-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1573000 | PA      | $1171253.55   | 0.05%             | 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        |     1061000 | PA      | $948970.05    | 0.04%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      690000 | PA      | $695494.00    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2799665.99   | 0.13%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      275000 | PA      | $247799.93    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                                            | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     1489000 | PA      | $1466709.07   | 0.07%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                   | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      185000 | PA      | $138866.73    | 0.01%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2370000 | PA      | $1606115.99   | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      242000 | PA      | $251361.58    | 0.01%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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