# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001752724-25-163075
**Filing Date:** 2025-6
**Character Count:** 668604
**Document Hash:** 04f4d7200c29fb20f731c821425ac737
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-163075.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-163075

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251090672

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Global Credit Bond Fund (Series ID: S000063385)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000205451 | Admiral Shares  | VGCAX           |
| C000205452 | Investor Shares | VGCIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GLOBAL CREDIT BOND FUND

- **b. EDGAR series identifier (if any):** S000063385

- **c. LEI of Series:** 549300H0QLZWH1GB0P07

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $755477309.05

**Total Liabilities:** $15055287.31

**Net Assets:** $740422021.74

**Cash Not Reported:** $573370.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -744.21605830 | **1-Year:** -26527.36303828 | **5-Year:** -103141.42744402 | **10-Year:** -139082.81570453 | **30-Year:** -66923.93576569

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

- **3-Month:** -81.97169620 | **1-Year:** -4179.16803658 | **5-Year:** -8026.65075304 | **10-Year:** -5154.22270820 | **30-Year:** -752.34569639

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205452 | 1.58%                | -0.53%               | 0.42%                |
| Class ID C000205451 | 1.63%                | -0.55%               | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $328274.06               | $9003808.41                                |
| Month 2  | $510195.19               | $918095.16                                 |
| Month 3  | $1773386.73              | $11458922.26                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Credit Index Hedged in USD

- **Index Identifier:** H03434US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37296.77     | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                     | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      44000 | PA      | $44033.00     | 0.01%             | 2028-11-06      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100296.13    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2346000 | PA      | $2191493.89   | 0.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26338.45     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141501.39    | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $39341.86     | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                   | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $144034.90    | 0.02%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15041.59     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $879390.08    | 0.12%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $78422.44     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                     | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     235000 | PA      | $229904.83    | 0.03%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                     | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241857.14    | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      37000 | PA      | $35333.55     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     662000 | PA      | $825448.75    | 0.11%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $242203.73    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10019.26     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $776854.91    | 0.10%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4803000 | PA      | $4439773.13   | 0.60%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -75249870 | NC      | $1080951.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    1000000 | PA      | $587018.85    | 0.08%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     419000 | PA      | $377900.51    | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       5000 | PA      | $4965.58      | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $306331.96    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27822.14     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4147.08      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      78000 | PA      | $73644.08     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71254.73     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123301.12    | 0.02%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $206741.39    | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |    6400000 | PA      | $7131227.31   | 0.96%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1205641.29   | 0.16%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19755.43     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      75000 | PA      | $76336.89     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1463046.88   | 0.20%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     400000 | PA      | $365756.67    | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-143207.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4954.38      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      38000 | PA      | $36533.18     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      36000 | PA      | $34891.58     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     590000 | PA      | $602606.64    | 0.08%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     730000 | PA      | $737273.63    | 0.10%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6971.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -64 | NC      | $-5384.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $134504.00    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $87316.40     | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1086525.55   | 0.15%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | BBVA BANCOMER SA                   | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     447000 | PA      | $450183.98    | 0.06%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10303.63     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     175000 | PA      | $150825.10    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    1528000 | PA      | $1774909.45   | 0.24%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114171.65    | 0.02%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     194000 | PA      | $178475.45    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1954.97      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101483.49    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     270000 | PA      | $183960.97    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-170423.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81663.56     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     575000 | PA      | $569246.81    | 0.08%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                       | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132796.72    | 0.02%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $219302.46    | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $106.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     330000 | PA      | $302339.52    | 0.04%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138311.15    | 0.02%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4432.46      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $521164.29    | 0.07%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $2731851.55   | 0.37%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     150000 | PA      | $117119.78    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41436.12     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |       1000 | PA      | $938.55       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66942.26     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     310000 | PA      | $263484.68    | 0.04%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $42263.23     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9058.29      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132531.11    | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     911000 | PA      | $900627.52    | 0.12%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-147.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31356.15     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1426538.05   | 0.19%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 10YR MINI JGB FUT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -21 | NC      | $-39300.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $1705.79      | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                    | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $213709.60    | 0.03%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5088.20      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $34404.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2765.48      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2701000 | PA      | $2719463.87   | 0.37%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250837.77    | 0.03%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14618.77     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      80000 | PA      | $88083.35     | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1662000 | PA      | $1651729.60   | 0.22%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-354.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     250000 | PA      | $190495.66    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $854253.33    | 0.12%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     336000 | PA      | $315875.98    | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $165.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2688.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $54556.40     | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122121.07    | 0.02%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102527.09    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     160000 | PA      | $165574.72    | 0.02%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93433.24     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $21858.67     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123854.40    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325ES0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1219014.05   | 0.16%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                     | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $204747.96    | 0.03%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114674.40    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1200000 | PA      | $1324740.24   | 0.18%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      60000 | PA      | $63502.77     | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     155000 | PA      | $137124.79    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     530000 | PA      | $531944.24    | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27281.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     435000 | PA      | $413821.87    | 0.06%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      55000 | PA      | $46473.77     | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     213000 | PA      | $142170.91    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62348.94     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     170000 | PA      | $119753.34    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $24462.02     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $68137.95     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      75000 | PA      | $74839.47     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $417263.96    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     170000 | PA      | $164775.17    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     286000 | PA      | $285716.24    | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     177000 | PA      | $177197.30    | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65890.15     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-332.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       7000 | PA      | $7181.74      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1529.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $599126.33    | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1178.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB                   | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $564936.95    | 0.08%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2554000 | PA      | $2598695.00   | 0.35%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      23000 | PA      | $19975.00     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Stockland Trust                                                                  | STOCKLAND TRUST                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     800000 | PA      | $481389.47    | 0.07%             | 2028-03-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     177000 | PA      | $101325.12    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $613990.80    | 0.08%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     165000 | PA      | $133473.70    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN                   | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |    3380000 | PA      | $2270203.57   | 0.31%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $808419.58    | 0.11%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77079.25     | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     378000 | PA      | $339614.69    | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $206069.05    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186049.89    | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3042.75      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132011.16    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201172.99    | 0.03%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      75000 | PA      | $79923.75     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     340000 | PA      | $231987.07    | 0.03%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8962.63      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5005.52      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2132.29      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     340000 | PA      | $325832.87    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    2720000 | PA      | $3130722.96   | 0.42%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9986.65      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     585000 | PA      | $643279.25    | 0.09%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     900000 | PA      | $836535.03    | 0.11%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1774495.38   | 0.24%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15275.96     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      16000 | PA      | $11837.17     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5196.56      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     235000 | PA      | $232501.88    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                            | ALBANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AL        |    1379000 | PA      | $1487182.20   | 0.20%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     125000 | PA      | $101278.05    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     191000 | PA      | $183963.91    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131608.40    | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      95000 | PA      | $84062.97     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9706.16      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $42761.09     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5922.46      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     210000 | PA      | $236221.41    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     240000 | PA      | $194809.69    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     240000 | PA      | $241269.94    | 0.03%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                       | ATKORE INC                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      82000 | PA      | $72821.29     | 0.01%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                    | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     230000 | PA      | $258313.48    | 0.03%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     995000 | PA      | $1016589.15   | 0.14%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38679.82     | 0.01%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI INC/NY                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2070.40      | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    1900000 | PA      | $2150306.28   | 0.29%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $164614.09    | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $338495.95    | 0.05%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                   | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     155000 | PA      | $148966.07    | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9213.98      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141256.06    | 0.02%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50377.21     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1814781.14   | 0.25%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |       9776 | PA      | $9124.21      | 0.00%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66211.54     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                     | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     440000 | PA      | $423387.18    | 0.06%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      75000 | PA      | $51123.55     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1665659.63   | 0.22%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     130000 | PA      | $107280.73    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     215000 | PA      | $184007.15    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     413000 | PA      | $417941.99    | 0.06%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    1446000 | PA      | $1411030.89   | 0.19%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                        | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       4000 | PA      | $3956.93      | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1368667.96   | 0.18%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4717.37      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     215000 | PA      | $190369.05    | 0.03%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     250000 | PA      | $300173.90    | 0.04%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $920048.90    | 0.12%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3593.48      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131721.80    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10448.90     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     665000 | PA      | $677756.06    | 0.09%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     310000 | PA      | $324878.24    | 0.04%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8475.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     170000 | PA      | $175285.93    | 0.02%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                         | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1643759.83   | 0.22%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                       | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    3969000 | PA      | $3839110.74   | 0.52%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50711.84     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     360000 | PA      | $294036.86    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     600000 | PA      | $528477.10    | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     415000 | PA      | $423930.71    | 0.06%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $798984.38    | 0.11%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $64680.56     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1700000 | PA      | $1807795.71   | 0.24%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1493750.00   | 0.20%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36976.82     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    2988313 | PA      | $3485421.61   | 0.47%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49708.99     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F                   | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $981850.64    | 0.13%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2317624.41   | 0.31%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     158000 | PA      | $132070.68    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $596307.49    | 0.08%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $50555.08     | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | INTELSAT JACKSON                   | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |       7000 | PA      | $6906.03      | 0.00%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     157000 | PA      | $161245.55    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                        | NEWS CORP                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19752.87     | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     800000 | PA      | $908973.01    | 0.12%             | 2036-05-22      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |     890000 | PA      | $587500.43    | 0.08%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                   | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1256410.55   | 0.17%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     678000 | PA      | $434688.05    | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1669375.00   | 0.23%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1943724.35   | 0.26%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $150.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     980000 | PA      | $648944.96    | 0.09%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1082222.86   | 0.15%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $502370.40    | 0.07%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81570.72     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     440000 | PA      | $364761.79    | 0.05%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     115000 | PA      | $91020.53     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $120901.77    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    2500000 | PA      | $1629716.77   | 0.22%             | 2031-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4906.25      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3292994.85   | 0.44%             | 2032-11-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Usiminas International Sarl                                                      | USIMINAS INTL                      | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $398465.91    | 0.05%             | 2032-01-27      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | BOOST NEWCO BORR                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5272.82      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4959000 | PA      | $5022334.95   | 0.68%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $520640.16    | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4979.85      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14964.46     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     450000 | PA      | $467525.06    | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     250000 | PA      | $243410.14    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1570000 | PA      | $1326698.74   | 0.18%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    1935000 | PA      | $2192281.99   | 0.30%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     500000 | PA      | $447603.97    | 0.06%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4997.54      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $47051.11     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     801000 | PA      | $771803.44    | 0.10%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 3.5 6/15/2032                   | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |    1400000 | PA      | $1578278.44   | 0.21%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $3665669.98   | 0.50%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     266000 | PA      | $258337.67    | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      40000 | PA      | $30702.16     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |    1483000 | PA      | $1689234.13   | 0.23%             | 2035-01-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $469231.48    | 0.06%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     620000 | PA      | $621696.64    | 0.08%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     501000 | PA      | $667510.84    | 0.09%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5282.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173114.20    | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     630000 | PA      | $553493.25    | 0.07%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1989000 | PA      | $1863599.76   | 0.25%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2554136.82   | 0.34%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79294.08     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN                   | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $67547.27     | 0.01%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     530000 | PA      | $495098.37    | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      85000 | PA      | $79157.39     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1296896.19   | 0.18%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     528000 | PA      | $471290.44    | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67651.75     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     600000 | PA      | $631301.68    | 0.09%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20044.14     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     800000 | PA      | $679068.18    | 0.09%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $69670.84     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      80000 | PA      | $57670.76     | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160712.37    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30042.32     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2487573.66   | 0.34%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4675.12      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2329.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     920000 | PA      | $921277.87    | 0.12%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402583.16    | 0.05%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166345.45    | 0.02%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $956793.98    | 0.13%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     265000 | PA      | $271629.34    | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66514.87     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     530000 | PA      | $516815.52    | 0.07%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-80.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $59247.37     | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50697.22     | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122768.08    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $16659.88     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     190000 | PA      | $167529.79    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     150000 | PA      | $99671.25     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     245000 | PA      | $231148.88    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33000 | PA      | $30963.94     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13100.58     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      80000 | PA      | $66348.98     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     295000 | PA      | $229636.78    | 0.03%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     470000 | PA      | $420104.54    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1133282.07   | 0.15%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $370228.82    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     540000 | PA      | $514819.10    | 0.07%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13564.10     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      70000 | PA      | $68675.18     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     155000 | PA      | $140927.23    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     165000 | PA      | $148852.55    | 0.02%             | 2030-04-30      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197042.31    | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4467658.61   | 0.60%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     700000 | PA      | $776787.53    | 0.10%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                   | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125378.04    | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128874.65    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66416.07     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1439672.73   | 0.19%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      14000 | PA      | $13791.71     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109244.67    | 0.01%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1917618.01   | 0.26%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $167590.71    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     276000 | PA      | $281725.09    | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1353.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75094.96     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     290000 | PA      | $217518.26    | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     110000 | PA      | $81884.77     | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $9763.25      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       4900 | PA      | $4901.46      | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     140000 | PA      | $126420.48    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14359.91     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     548000 | PA      | $336851.03    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12434.02     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     245000 | PA      | $233618.89    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |       5000 | PA      | $4939.08      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                      | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $269365.60    | 0.04%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |     865000 | PA      | $857958.55    | 0.12%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171140.09    | 0.02%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28343.76     | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $63.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10911.28     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39560.69     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60437.85     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23871.18     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35772.41     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                        | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1397468.54   | 0.19%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $393725.76    | 0.05%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      81000 | PA      | $78754.95     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1878.99      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8988.52      | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-186                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    4073000 | PA      | $4571208.17   | 0.62%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.280000 18-JUN-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1800000 | NC      | $-1322.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79757.90     | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     124000 | PA      | $97416.39     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $9954.44      | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7078.11      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664689.41    | 0.09%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTILITIES                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $607001.94    | 0.08%             | 2051-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127883.21    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     382000 | PA      | $395504.42    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2898.84      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103901.17    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                | WASTE PRO USA IN                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2045.62      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      40000 | PA      | $40555.36     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      20000 | PA      | $20022.95     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     746000 | PA      | $843555.25    | 0.11%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $183476.11    | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  112450000 | PA      | $565079.73    | 0.08%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $11667.60     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4794.62      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    1970000 | PA      | $2223386.18   | 0.30%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10620.84     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     689000 | PA      | $682927.81    | 0.09%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      55000 | PA      | $44635.51     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4777.73      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1359776.03   | 0.18%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      91000 | PA      | $88564.50     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $102596.45    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2769960.93   | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-52.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-7442.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     600000 | PA      | $711125.97    | 0.10%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1057273.43   | 0.14%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49547.08     | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21979.67     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     320000 | PA      | $302204.19    | 0.04%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017801.21   | 0.27%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1670000 | PA      | $1726068.64   | 0.23%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1338.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93537.91     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203979.43    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     385000 | PA      | $369029.68    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130904.63    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     121000 | PA      | $127922.58    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $70779.47     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $19885.83     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     835000 | PA      | $807102.92    | 0.11%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10128.23     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     280000 | PA      | $282039.83    | 0.04%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1826505.73   | 0.25%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       5000 | PA      | $4399.44      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      35000 | PA      | $29523.57     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      85000 | PA      | $66951.77     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      22674 | PA      | $22163.37     | 0.00%             | 2028-04-20      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $709117.31    | 0.10%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1964.88      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33644.81     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4972000 | PA      | $4995112.04   | 0.67%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     405000 | PA      | $402313.23    | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201412.96    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8787.58      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     550000 | PA      | $547442.02    | 0.07%             | 2030-07-22      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2050.77      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     670000 | PA      | $692015.51    | 0.09%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     340000 | PA      | $362588.98    | 0.05%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1236250.00   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $3486931.32   | 0.47%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2222.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20300.98     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     474000 | PA      | $307481.11    | 0.04%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1070629.41   | 0.14%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110068.73    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      10000 | PA      | $9520.50      | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS                   | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      33000 | PA      | $29602.11     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      70000 | PA      | $78951.43     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3172.95      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402361.27    | 0.05%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1254179.85   | 0.17%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                    | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     220000 | PA      | $180680.65    | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        104 | NC      | $60101.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     129000 | PA      | $116018.93    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21046.77     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3271256.18   | 0.44%             | 2033-05-16      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $29977.74     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1889.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $926562.50    | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103476.41    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9728.42      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     340000 | PA      | $326870.38    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $106677.32    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24404.76     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2001000 | PA      | $1869762.25   | 0.25%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |    5158000 | PA      | $6744216.18   | 0.91%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     226000 | PA      | $235514.36    | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12262.54     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $616424.67    | 0.08%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4747.06      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     700000 | PA      | $822948.64    | 0.11%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10230.17     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39301.28     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $289409.59    | 0.04%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73459.49     | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2031936.43   | 0.27%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254883.13    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1051000 | PA      | $1078975.30   | 0.15%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     480000 | PA      | $434457.21    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     535000 | PA      | $513631.88    | 0.07%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     760000 | PA      | $792556.73    | 0.11%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299811.73    | 0.04%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $625065.41    | 0.08%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     950000 | PA      | $728642.58    | 0.10%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     145000 | PA      | $133343.30    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAA9<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $222770.49    | 0.03%             | 2030-01-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     219000 | PA      | $231942.10    | 0.03%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24372.63     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1398000 | PA      | $1231113.75   | 0.17%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $84018.12     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $315525.86    | 0.04%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $35555.45     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     240000 | PA      | $257029.75    | 0.03%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1904.39      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     370000 | PA      | $374301.57    | 0.05%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     380000 | PA      | $379094.80    | 0.05%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                      | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $880214.21    | 0.12%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135451.73    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3056.33      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66187.32     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     354000 | PA      | $357355.68    | 0.05%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      37000 | PA      | $33884.82     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     205000 | PA      | $160841.65    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     465000 | PA      | $446975.75    | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     380000 | PA      | $358746.62    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                              | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    3122000 | PA      | $3201927.99   | 0.43%             | 2030-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     145000 | PA      | $127239.26    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     255000 | PA      | $261252.28    | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     190000 | PA      | $154100.26    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    3935000 | PA      | $4348192.00   | 0.59%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5099.86      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     365000 | PA      | $369016.15    | 0.05%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362574.34    | 0.05%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    3495000 | PA      | $1882623.36   | 0.25%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2152241.83   | 0.29%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1082165.08   | 0.15%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2350000 | PA      | $2302593.72   | 0.31%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     190000 | PA      | $194513.00    | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2300990.64   | 0.31%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10074.25     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     560000 | PA      | $396670.66    | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $183477.45    | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $399787.09    | 0.05%             | 2034-04-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    2090000 | PA      | $2133965.71   | 0.29%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9888.41      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $58600.40     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 5YR BOND FUT  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         83 | NC      | $45645.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     675000 | PA      | $596845.38    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99296.88     | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     340000 | PA      | $332896.39    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     130000 | PA      | $95706.67     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2060000 | PA      | $1944837.38   | 0.26%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3145.99      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1627.47      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95622.10     | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     438000 | PA      | $448775.78    | 0.06%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1118.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $974062.50    | 0.13%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                   | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58810.90     | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      75000 | PA      | $45178.41     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359428.49    | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8676.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: JPY 0.905980 16-JUN-2027 FTO | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1274860000 | NC      | $-41521.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    5400000 | PA      | $5660830.22   | 0.76%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $154031.03    | 0.02%             | 2035-02-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96450.13     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $158.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     205000 | PA      | $191480.35    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $244677.54    | 0.03%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     244000 | PA      | $247030.28    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (ITRAXX.XO.43.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1306842 | NC      | $-95128.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154531.34    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     749000 | PA      | $542761.68    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      86000 | PA      | $89760.52     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14459.74     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2075.78      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2798.47      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     557000 | PA      | $515437.52    | 0.07%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114359.42    | 0.02%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10164.35     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251188.19    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     750000 | PA      | $621714.01    | 0.08%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                         | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      89000 | PA      | $67653.12     | 0.01%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-988818.98   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $9840.64      | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                              | DIEBOLD NIXDORF                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3125.64      | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85468.24     | 0.01%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      84000 | PA      | $77416.64     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12863.23     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115527.80    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3841000 | PA      | $3871007.81   | 0.52%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46471.44     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $116205.10    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     290000 | PA      | $259572.72    | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2923.04      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     645000 | PA      | $602263.34    | 0.08%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     720000 | PA      | $734260.18    | 0.10%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $22398.43     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35725.21     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 4.103000 21-JAN-2030 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3500000 | NC      | $-112256.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-64235.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1345476.29  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23357.38     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     350000 | PA      | $343775.61    | 0.05%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $417223.16    | 0.06%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     355000 | PA      | $371097.70    | 0.05%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     230000 | PA      | $174686.88    | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp                                          | PEBBLEBR HTL/FIN                   | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2954.20      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     709000 | PA      | $686952.63    | 0.09%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1195012.59   | 0.16%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $215068.77    | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121241.71    | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $5383.29      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207993.97    | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1204000 | PA      | $1127012.96   | 0.15%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6925.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                      | CUSIP: 518417AD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | LV        |     565000 | PA      | $561377.57    | 0.08%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36978.82     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                   | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288649.86    | 0.04%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 5YR BOND FUT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          5 | NC      | $5583.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    1505000 | PA      | $1516988.23   | 0.20%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50096.46     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3268.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5084.89      | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Inc                                                                 | VIPER ENERGY PA                    | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5198.08      | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85842.54     | 0.01%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     700000 | PA      | $715726.01    | 0.10%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1173456.50   | 0.16%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI                   | CUSIP: 471068BA3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1970000 | PA      | $1996075.15   | 0.27%             | 2030-04-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131872.03    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217095.84    | 0.03%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      28000 | PA      | $26040.33     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $45567.56     | 0.01%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23611.96     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    2400000 | PA      | $2699361.96   | 0.36%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59486.59     | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $239.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    4068000 | PA      | $5135053.16   | 0.69%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     266000 | PA      | $181018.69    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5085.76      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50435.75     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46971.28     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      36000 | PA      | $30928.59     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-78127.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-377.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1680189.24   | 0.23%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2549686.67   | 0.34%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190527.76    | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86766.64     | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      97000 | PA      | $87643.45     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $54632.36     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $34337.07     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133293.36    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     310000 | PA      | $323422.14    | 0.04%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     536000 | PA      | $397466.59    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     310000 | PA      | $299835.31    | 0.04%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4554.31      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     390000 | PA      | $389077.29    | 0.05%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38219.77     | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                   | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     156000 | PA      | $137384.47    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     493000 | PA      | $453341.60    | 0.06%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $43915.40     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5131.98      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     520000 | PA      | $517574.48    | 0.07%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1066.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152309.08    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     545000 | PA      | $503339.35    | 0.07%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $417026.45    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    2161000 | PA      | $2446682.67   | 0.33%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48088.01     | 0.01%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -8 | NC      | $-145996.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1432500.84   | 0.19%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4891.88      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4986.87      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $602853.62    | 0.08%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $242531.41    | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1831000 | PA      | $2105238.66   | 0.28%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     545000 | PA      | $515572.55    | 0.07%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $26836.17     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20308.05     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP II                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67810.88     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      77000 | PA      | $70940.09     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $675949.16    | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     300000 | PA      | $327769.85    | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2021.60      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HDGS                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     110000 | PA      | $107725.86    | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20535.15     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     370000 | PA      | $371312.96    | 0.05%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                          | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |     500000 | PA      | $481862.22    | 0.07%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     370000 | PA      | $412244.09    | 0.06%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  112450000 | PA      | $715063.48    | 0.10%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     390000 | PA      | $385349.44    | 0.05%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $299323.08    | 0.04%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     289000 | PA      | $265732.53    | 0.04%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 3YR BOND FUT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -257 | NC      | $-221395.39   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9727.79      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     900000 | PA      | $1103004.70   | 0.15%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp                                                                       | TEREX CORP                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3829.14      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    2370000 | PA      | $1391381.48   | 0.19%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX ENERGI-BA                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     250551 | PA      | $248473.07    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1845000 | PA      | $1384398.63   | 0.19%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48515.65     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     285000 | PA      | $244187.42    | 0.03%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $636561.09    | 0.09%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-637.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    1289000 | PA      | $1508566.04   | 0.20%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-521.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615465.46    | 0.08%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     140000 | PA      | $131930.74    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     960000 | PA      | $935667.62    | 0.13%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                     | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35687.79     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     135000 | PA      | $115120.91    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     790000 | PA      | $800894.13    | 0.11%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                        | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52660.37     | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4646.50      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      98000 | PA      | $84563.86     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     580000 | PA      | $581335.55    | 0.08%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1980703.12   | 0.27%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    2137000 | PA      | $2403450.12   | 0.32%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     195000 | PA      | $191169.20    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     147000 | PA      | $84767.10     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $73590.69     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     130000 | PA      | $98513.95     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5102.26      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64397.35     | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156886.01    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93150.72     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $287657.72    | 0.04%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $57901.51     | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     429000 | PA      | $470472.42    | 0.06%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     570000 | PA      | $570716.43    | 0.08%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     364000 | PA      | $363718.01    | 0.05%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7729.25      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      40000 | PA      | $30468.94     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       4937 | PA      | $4865.15      | 0.00%             | 2027-05-10      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     500000 | PA      | $464399.60    | 0.06%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      85000 | PA      | $57773.01     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206415.79    | 0.03%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-122.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52472.66     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     230000 | PA      | $211027.33    | 0.03%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    3650000 | PA      | $4034983.00   | 0.54%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5043.49      | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6644.13      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10237.66     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     315000 | PA      | $310818.06    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     248000 | PA      | $248162.70    | 0.03%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $2874593.74   | 0.39%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $584620.96    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     213000 | PA      | $252421.66    | 0.03%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56201.28     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102245.47    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                    | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     125000 | PA      | $94009.24     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50847.78     | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                    | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1732046.86   | 0.23%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1089917.41   | 0.15%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     900000 | PA      | $885127.44    | 0.12%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     320000 | PA      | $282486.87    | 0.04%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: JPY 0.944600 12-JUN-2027 FTO | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1273330000 | NC      | $-48630.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     155000 | PA      | $137505.53    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185722.96    | 0.03%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5224.54      | 0.00%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      95000 | PA      | $69927.85     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     390000 | PA      | $366324.39    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 2.875 6/15/2028                 | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |    2400000 | PA      | $2721081.41   | 0.37%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4586.55      | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68684.10     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $964353.38    | 0.13%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18345.97     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (ITRAXX.EUR.43.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -34800000 | NC      | $603603.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607765.95    | 0.08%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74041.54     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41338.70     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1289311.66   | 0.17%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4711.13      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      70000 | PA      | $49624.76     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4999.15      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     720000 | PA      | $726662.88    | 0.10%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52339.10     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15282.28     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5620.44      | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44020.45     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     580000 | PA      | $518250.31    | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2993.75      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4905.36      | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     360000 | PA      | $355253.33    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2255338.54   | 0.30%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1920000 | PA      | $1765665.69   | 0.24%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     183000 | PA      | $196656.36    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     130000 | PA      | $120814.75    | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1560000 | PA      | $1608317.33   | 0.22%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2850.65      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66740.42     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      12000 | PA      | $12052.71     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $500496.42    | 0.07%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1154176.74   | 0.16%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1910000 | PA      | $1867210.81   | 0.25%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     115000 | PA      | $99731.11     | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     600000 | PA      | $696277.19    | 0.09%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5099.48      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY G                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66470.41     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14914.80     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151727.31    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4952.50      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1921.60      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181743.84    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     780000 | PA      | $794084.26    | 0.11%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | FIVE CORNERS IV                    | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $220870.79    | 0.03%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $142803.85    | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55557.39     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3189.27      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8924.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-354.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1938.81      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     130000 | PA      | $110331.01    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34126.25     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $1964614.25   | 0.27%             | 2034-03-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5027.36      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3913.64      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8688.38      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     150000 | PA      | $131695.68    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     265000 | PA      | $245813.73    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                     | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      65000 | PA      | $47934.87     | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10038.17     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71045.17     | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115263.03    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     513000 | PA      | $519530.74    | 0.07%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5065.23      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     155000 | PA      | $144029.17    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     430000 | PA      | $457120.72    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8556674.42  | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9131.25      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25625.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10150.62     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     545000 | PA      | $605938.57    | 0.08%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35897.92     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      32000 | PA      | $26793.74     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84667.34     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109228.01    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356478.08    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     365000 | PA      | $356806.87    | 0.05%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95749.24     | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5106.12      | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $123487.20    | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -21 | NC      | $-106851.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     362000 | PA      | $416352.78    | 0.06%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $78375.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67582.42     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5081.09      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1800000 | PA      | $1846526.42   | 0.25%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $444479.57    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36280.54     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     250000 | PA      | $230190.77    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     880000 | PA      | $898652.81    | 0.12%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-62.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      75000 | PA      | $54436.56     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                           | HARLEY-DAVIDSON                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124542.11    | 0.02%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $65771.80     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193876.66    | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $141188.10    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14145.15     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     320000 | PA      | $235138.64    | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34758.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/SEK FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5399.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     224000 | PA      | $234849.05    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    3100000 | PA      | $3504217.13   | 0.47%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $192170.92    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     125000 | PA      | $90201.16     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $729316.41    | 0.10%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     180000 | PA      | $204781.02    | 0.03%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     280000 | PA      | $276374.19    | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     490000 | PA      | $494655.52    | 0.07%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94692.56     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2505.83      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     488000 | PA      | $529222.24    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $273.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     573000 | PA      | $290070.34    | 0.04%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81684.06     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9737.26      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                               | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $13698.63     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325EP6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    2426000 | PA      | $2318712.81   | 0.31%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                        | REPUBLIC OF AZER                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |     600000 | PA      | $522615.00    | 0.07%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1271770.69   | 0.17%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $889.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15100.69     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     478000 | PA      | $393078.98    | 0.05%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $320220.66    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    2059000 | PA      | $2160127.79   | 0.29%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293911.35    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     160000 | PA      | $164385.56    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $100635.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1190000 | PA      | $759809.42    | 0.10%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                     | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     219000 | PA      | $208937.70    | 0.03%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1995 | PA      | $1980.04      | 0.00%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44799.95     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5924.49      | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     120000 | PA      | $94496.68     | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5045312.50   | 0.68%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1067.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59407.41     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52663.25     | 0.01%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73564.86     | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                 | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    1286000 | PA      | $1196540.44   | 0.16%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23850 | PA      | $24278.21     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2704215.45   | 0.37%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     140510 | NS      | $14049609.70  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1327096.66   | 0.18%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $69204.69     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     320000 | PA      | $325341.85    | 0.04%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $257765.89    | 0.03%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $25719.86     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     220000 | PA      | $187059.38    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5076.80      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      78000 | PA      | $93650.95     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      80000 | PA      | $74341.55     | 0.01%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14413.21     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146157.76    | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       3000 | PA      | $3136.43      | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     299000 | PA      | $303123.81    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     377000 | PA      | $390335.63    | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | TREASURY BILL                      | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7747000 | PA      | $7467570.05   | 1.01%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9007.10      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     846000 | PA      | $857166.05    | 0.12%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     520000 | PA      | $466463.10    | 0.06%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $712187.50    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36971.63     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     120000 | PA      | $128037.45    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     700000 | PA      | $676426.28    | 0.09%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $92073.69     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4990.91      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345164.54    | 0.05%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    2870000 | PA      | $1845418.39   | 0.25%             | 2034-03-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1101.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84721.49     | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18041.92     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233284.32    | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164876.92    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15379.80     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23064.40     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      65000 | PA      | $49971.33     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                | NEXSTAR BROADC                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37650.34     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2740.87      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                     | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341372.21    | 0.05%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     157000 | PA      | $134046.92    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $60288.89     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |    2850000 | PA      | $3267277.84   | 0.44%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2048.72      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66797.01     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     460000 | PA      | $500101.89    | 0.07%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        102 | NC      | $68501.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     240000 | PA      | $252785.62    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     560000 | PA      | $491639.25    | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   71100000 | PA      | $306749.26    | 0.04%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      12000 | PA      | $13299.47     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20316.63     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5406.20      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42432.27     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $324966.20    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45162.25     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $147615.78    | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166666.31    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -96 | NC      | $-172404.29   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5698.42      | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17842.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1245053.14   | 0.17%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    1500000 | PA      | $1690434.86   | 0.23%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1000 | PA      | $1037.33      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1979000 | PA      | $2110023.50   | 0.28%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167948.31    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48360.01     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2944000 | PA      | $3094237.72   | 0.42%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5151.52      | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         51 | NC      | $66915.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91721.09     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     800000 | PA      | $811860.40    | 0.11%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70697.97     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $81869.11     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2053.20      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10750.49     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $19325.39     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-364.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $478853.79    | 0.06%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $159278.67    | 0.02%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $47632.82     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     190000 | PA      | $185114.62    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                   | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103149.17    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     281000 | PA      | $282367.34    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20830.58     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176503.76    | 0.02%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10295.56     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55924.18     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5417.35      | 0.00%             | 2030-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     840000 | PA      | $849360.20    | 0.11%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    1700000 | PA      | $1956949.52   | 0.26%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         83 | NC      | $100663.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1000 | PA      | $943.76       | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST                   | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     110000 | PA      | $76526.51     | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5127.11      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | LAREDO PETROLEUM                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4214.47      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS                   | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     149000 | PA      | $122835.77    | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1188438 | PA      | $1178043.81   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     175000 | PA      | $170754.88    | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     430000 | PA      | $433461.98    | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: BH2956143<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     615000 | PA      | $681977.73    | 0.09%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1009543.77   | 0.14%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         76 | NC      | $28720.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350835.23    | 0.05%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     160000 | PA      | $161477.99    | 0.02%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     100000 | PA      | $133033.01    | 0.02%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1038736.29   | 0.14%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1734.59      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     250000 | PA      | $215326.58    | 0.03%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7465.24      | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |    2150000 | PA      | $1320477.15   | 0.18%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     263000 | PA      | $136521.36    | 0.02%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52958.91     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93693.21     | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11490.36     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $265275.05    | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |    2070000 | PA      | $1252344.40   | 0.17%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     990000 | PA      | $588740.35    | 0.08%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     260000 | PA      | $255752.91    | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |    1391000 | PA      | $1455832.43   | 0.20%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121918.21    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     120000 | PA      | $77263.34     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     254000 | PA      | $249382.17    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2161000 | PA      | $2213843.19   | 0.30%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18408.49     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9998.21      | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     965000 | PA      | $1299654.38   | 0.18%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54105.25     | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44084.87     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $713771.59    | 0.10%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4689.05      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5043.44      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $88859.24     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77420.85     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $243510.97    | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     770000 | PA      | $674987.72    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     170000 | PA      | $97291.15     | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1326538.86   | 0.18%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $37432.34     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     600000 | PA      | $681034.89    | 0.09%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97464.79     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     466000 | PA      | $474796.88    | 0.06%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183938.36    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37086.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    2560000 | PA      | $1727270.77   | 0.23%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99062.43     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |     480000 | PA      | $351942.53    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $737497.95    | 0.10%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                             | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     870000 | PA      | $827670.09    | 0.11%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4888.48      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1010312.50   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1847.34      | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13166.31     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5019.60      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                    | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     350000 | PA      | $394909.30    | 0.05%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9251.59      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70261.71     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     145000 | PA      | $112216.55    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140160.11    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65828.85     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 4.002500 11-SEP-2025 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17000000 | NC      | $-18358.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         30 | NC      | $42794.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10972.99     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      15000 | PA      | $13857.69     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     784000 | PA      | $832637.42    | 0.11%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | BANCO DE CREDITO                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     380000 | PA      | $379145.08    | 0.05%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175806.18    | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63689.54     | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19692.01     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14707.51     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77464.87     | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       6666 | PA      | $6624.79      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1477000 | PA      | $1499949.56   | 0.20%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132685.98    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     125000 | PA      | $83992.58     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                  | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8093.72      | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 5Y NOTE FRI WK1May25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        128 | NC      | $46000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     165000 | PA      | $176851.39    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9944.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2039.95      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6913.01      | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      79000 | PA      | $68587.80     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $343797.20    | 0.05%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      76000 | PA      | $72408.61     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $170516.33    | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1405000 | PA      | $1394096.47   | 0.19%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     575000 | PA      | $579969.12    | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249751.78    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138024.84    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    1130000 | PA      | $659784.51    | 0.09%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     368000 | PA      | $375234.55    | 0.05%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105066.51    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: QZ7659399<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $510022.26    | 0.07%             | 2026-10-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | SPRINGLEAF FIN                     | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2014.72      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3730000 | PA      | $3757246.49   | 0.51%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10746.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $161163.67    | 0.02%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | INDO ASA/MINERAL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     415000 | PA      | $435853.08    | 0.06%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELEC PWR                     | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     930000 | PA      | $938360.38    | 0.13%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5027.52      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235631.41    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     270000 | PA      | $243101.23    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28568.06     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     760000 | PA      | $456412.08    | 0.06%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     125000 | PA      | $105990.23    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     380000 | PA      | $375482.68    | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1257000 | PA      | $1284732.47   | 0.17%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     145000 | PA      | $118464.24    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40828.99     | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5200000 | PA      | $4999921.89   | 0.68%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $116704.06    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    1500000 | PA      | $1521366.01   | 0.21%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                    | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72302.11     | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64793.63     | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     240000 | PA      | $209722.25    | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     175000 | PA      | $149184.53    | 0.02%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      60000 | PA      | $44935.87     | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     160000 | PA      | $149804.55    | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      53000 | PA      | $47136.76     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     752000 | PA      | $853240.60    | 0.12%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     674000 | PA      | $507206.00    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     230000 | PA      | $205748.25    | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3410000 | PA      | $3468476.18   | 0.47%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19456.78     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     430000 | PA      | $426560.78    | 0.06%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66578.97     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1761.38      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     163000 | PA      | $167873.27    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306428.77    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN                   | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $213244.38    | 0.03%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     672000 | PA      | $674901.20    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1153853.13   | 0.16%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78689.13     | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29447.31     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     256000 | PA      | $331519.57    | 0.04%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101972.28    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     810000 | PA      | $871849.19    | 0.12%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     418000 | PA      | $362421.28    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156146.95    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     215000 | PA      | $211704.19    | 0.03%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83080.44     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $87624.08     | 0.01%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $73558.10     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     430000 | PA      | $334540.64    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109213.38    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24728.57     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19375.93     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      50000 | PA      | $32382.08     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAB7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     335000 | PA      | $321761.50    | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      47000 | PA      | $49182.07     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     165000 | PA      | $150343.07    | 0.02%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      95000 | PA      | $72767.99     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     560000 | PA      | $553074.55    | 0.07%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      75000 | PA      | $84229.43     | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     138000 | PA      | $141721.92    | 0.02%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4927.81      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    2788037 | PA      | $3127949.20   | 0.42%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     585000 | PA      | $570689.28    | 0.08%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1253985.76   | 0.17%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     540000 | PA      | $583353.57    | 0.08%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $117736.93    | 0.02%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1389138.12   | 0.19%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $458018.32    | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | ONTARIO GAMI/OTG                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4815.91      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | MILEAGE PLUS HLD                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1919853 | PA      | $1925954.82   | 0.26%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197153.43    | 0.03%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     970000 | PA      | $985399.93    | 0.13%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     315000 | PA      | $323635.91    | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17845.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $79224.27     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $120798.39    | 0.02%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     123000 | PA      | $119372.40    | 0.02%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     192000 | PA      | $195313.03    | 0.03%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $230153.69    | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47779.65     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1915822.68   | 0.26%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     185000 | PA      | $175619.80    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1927578.12   | 0.26%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     485000 | PA      | $489802.10    | 0.07%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     444000 | PA      | $448498.20    | 0.06%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $1615.05      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     185000 | PA      | $196297.38    | 0.03%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     260000 | PA      | $201004.38    | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      34000 | PA      | $37448.39     | 0.01%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70258.35     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     276000 | PA      | $186218.68    | 0.03%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     560000 | PA      | $574976.13    | 0.08%             | 2027-12-22      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $53235.69     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      18000 | PA      | $16408.95     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-69142.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     405000 | PA      | $339354.85    | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -28 | NC      | $-157039.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| First Student Bidco Inc                                                          | FIRST STUDENT BI                   | CUSIP: 33718FAL4<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      19695 | PA      | $19584.22     | 0.00%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     413000 | PA      | $231795.58    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    1990000 | PA      | $2062527.94   | 0.28%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5003.29      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU                   | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |     470000 | PA      | $259648.02    | 0.04%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     295000 | PA      | $206611.73    | 0.03%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20902.15     | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5155.59      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11556.53     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27437.13     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBG5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     140000 | PA      | $117269.13    | 0.02%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     150000 | PA      | $91498.29     | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1542958.24   | 0.21%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5549000 | PA      | $5592785.05   | 0.76%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     277000 | PA      | $279630.87    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    4400000 | PA      | $5436650.02   | 0.73%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2768196.46   | 0.37%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     150000 | PA      | $112746.68    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     260000 | PA      | $246250.78    | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1120000 | PA      | $1109856.84   | 0.15%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     165000 | PA      | $155592.79    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2145792.81   | 0.29%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $85957.97     | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     330000 | PA      | $309573.13    | 0.04%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293651.75    | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32718.29     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5185.80      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-7442.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.463500 11-SEP-2026 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    8500000 | NC      | $12935.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     489000 | PA      | $467444.46    | 0.06%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    4400000 | PA      | $4809793.00   | 0.65%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     221000 | PA      | $148734.28    | 0.02%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      14000 | PA      | $13937.56     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $2392406.28   | 0.32%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1295.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $64067.56     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115227.29    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $753526.79    | 0.10%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    2100000 | PA      | $2460312.03   | 0.33%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $572.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227362.46    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $652882.00    | 0.09%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     425000 | PA      | $427803.58    | 0.06%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36743.65     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     350000 | PA      | $322457.77    | 0.04%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44587.76     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $1994385.91   | 0.27%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $3949980.48   | 0.53%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292302.28    | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     150000 | PA      | $136146.16    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $131281.40    | 0.02%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9444.94      | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $68403.48     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $376822.56    | 0.05%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                     | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1191963.52   | 0.16%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     105000 | PA      | $91067.78     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     343000 | PA      | $313181.76    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     570000 | PA      | $716016.81    | 0.10%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    1730000 | PA      | $2030171.96   | 0.27%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17178.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1395334.62   | 0.19%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $133785.79    | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     585000 | PA      | $575554.06    | 0.08%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $49086.25     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $124802.13    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114636.88    | 0.02%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     390000 | PA      | $371152.72    | 0.05%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    4083000 | PA      | $4682517.26   | 0.63%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $331618.16    | 0.04%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84550.48     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $786812.50    | 0.11%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       5000 | PA      | $4978.13      | 0.00%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24156.06     | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      10000 | PA      | $9559.41      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     590000 | PA      | $604004.57    | 0.08%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $55459.83     | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162438.46    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     405000 | PA      | $373495.11    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | SUNOCO LP/FIN                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10241.16     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Triumph Group Inc                                                                | TRIUMPH GROUP                      | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10500.53     | 0.00%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37185.03     | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1107000 | PA      | $1107925.10   | 0.15%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     955000 | PA      | $915314.55    | 0.12%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1097000 | PA      | $1117387.50   | 0.15%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1200000 | PA      | $1180135.25   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     460000 | PA      | $438520.08    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4588.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3252043.20   | 0.44%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97021.55     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1215656.24   | 0.16%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1150630.99   | 0.16%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                    | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     440000 | PA      | $419838.41    | 0.06%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201121.40    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9776.15      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31836.47     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                    | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     148000 | PA      | $151006.75    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     178000 | PA      | $153445.32    | 0.02%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $357033.81    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2731.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      57600 | PA      | $56209.80     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $166927.62    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1787.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-407.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9938.63      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $767270.77    | 0.10%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-19524.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | AXALTA COATING S                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |       5000 | PA      | $5180.40      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3445000 | PA      | $3469760.94   | 0.47%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co                                                                   | AMER SPORTS CO                     | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5060.27      | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     730000 | PA      | $709438.88    | 0.10%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15782.87     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     460000 | PA      | $514402.84    | 0.07%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     688000 | PA      | $748327.18    | 0.10%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37013.24     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4720.07      | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -19 | NC      | $-10982.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $13082.77     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72766.50     | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     560000 | PA      | $426144.03    | 0.06%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151502.60    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3091.23      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     505000 | PA      | $489419.76    | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2042897.39   | 0.28%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     560000 | PA      | $550897.60    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $1781132.82   | 0.24%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                   | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     157000 | PA      | $156928.58    | 0.02%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4324.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277608.46    | 0.04%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1230431.85   | 0.17%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24849.35     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     610000 | PA      | $589242.23    | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1035775.90   | 0.14%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32243.35     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                               | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $584661.62    | 0.08%             | 2044-10-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $455139.98    | 0.06%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120417.26    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5054.01      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1086000 | PA      | $1264411.05   | 0.17%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                               | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $13446.32     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62798.89     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63928.26     | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     110000 | PA      | $116578.61    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2268.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $197215.11    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     160000 | PA      | $131690.61    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     200000 | PA      | $141272.76    | 0.02%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       9000 | PA      | $6376.60      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4939.06      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $23867.76     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $638.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       5000 | PA      | $5137.50      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $440190.32    | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     260000 | PA      | $195404.05    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $41325.73     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4605466.21   | 0.62%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $4612.54      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $129239.69    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16991.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5116796.85   | 0.69%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     260000 | PA      | $188284.68    | 0.03%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5084.26      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    1559000 | PA      | $1742477.61   | 0.24%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97600.93     | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     190000 | PA      | $144225.53    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       4000 | PA      | $3672.46      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     451000 | PA      | $311129.44    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     785000 | PA      | $752551.00    | 0.10%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10145.89     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $432733.57    | 0.06%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2591416.61   | 0.35%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32693.78     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504378.66    | 0.07%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10088.15     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $234814.75    | 0.03%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                               | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      10000 | PA      | $9972.35      | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     146000 | PA      | $102020.09    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                    | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $371646.19    | 0.05%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     155000 | PA      | $142439.83    | 0.02%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     781000 | PA      | $516318.18    | 0.07%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2986.18      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $337224.32    | 0.05%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2067.92      | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2498824.90   | 0.34%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $77427.54     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     650000 | PA      | $634776.37    | 0.09%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151325.95    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70895.77     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     316000 | PA      | $340000.93    | 0.05%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50241.71     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     565000 | PA      | $512634.40    | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    2332000 | PA      | $2746649.97   | 0.37%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                        | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     177000 | PA      | $165774.80    | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    3800000 | PA      | $4372365.90   | 0.59%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      61000 | PA      | $52194.44     | 0.01%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      45000 | PA      | $32675.60     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     170000 | PA      | $165948.12    | 0.02%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      65000 | PA      | $54757.22     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL                   | CUSIP: QZ7462430<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     199200 | PA      | $173802.00    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24422.18     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4942.51      | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1928000 | PA      | $1838378.12   | 0.25%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     560000 | PA      | $571150.38    | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     515000 | PA      | $512558.08    | 0.07%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     279000 | PA      | $257141.14    | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     660000 | PA      | $674118.17    | 0.09%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86917.20     | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44776.40     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11601.74     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      96000 | PA      | $63473.61     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $59301.91     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61055.27     | 0.01%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1625000 | PA      | $1049612.17   | 0.14%             | 2034-01-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     170000 | PA      | $133981.62    | 0.02%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     730000 | PA      | $742143.11    | 0.10%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      77000 | PA      | $69187.76     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     120000 | PA      | $107129.04    | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     490000 | PA      | $481434.19    | 0.07%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26609.71     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      55000 | PA      | $46253.15     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-115166.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                    | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     330000 | PA      | $326285.12    | 0.04%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31811.37     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2659446.74   | 0.36%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP                   | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111911.21    | 0.02%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $59552.86     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     800000 | PA      | $790076.20    | 0.11%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37279.18     | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     290000 | PA      | $287604.83    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $406386.02    | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1385.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -63 | NC      | $-51564.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                                         | COTY INC                           | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |     900000 | PA      | $1028883.01   | 0.14%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     267000 | PA      | $247293.19    | 0.03%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10398.34     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39181.52     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2099539.09   | 0.28%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9629.00      | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |    1960000 | PA      | $2162124.18   | 0.29%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237776.82    | 0.03%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     607000 | PA      | $739110.49    | 0.10%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       7500 | PA      | $7436.30      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     135000 | PA      | $119216.12    | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     235000 | PA      | $230660.67    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32387.38     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                         | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      95000 | PA      | $90677.57     | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1095.19      | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33809.19     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10091.73     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     455000 | PA      | $305077.34    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152391.24    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1951518.10   | 0.26%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     351000 | PA      | $343981.51    | 0.05%             | 2030-05-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      45000 | PA      | $28002.46     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1717.13      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37926.86     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     180000 | PA      | $112318.92    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56668.34     | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6520.77      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     673000 | PA      | $734744.45    | 0.10%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4963.32      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       1000 | PA      | $993.88       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $61.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $164858.47    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6679.57      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $70436.89     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2966531.54   | 0.40%             | 2031-05-22      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN                   | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |     831000 | PA      | $946260.40    | 0.13%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10606.65     | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Australian Gas Networks Ltd                                                      | AUSTRALIAN GAS N                   | CUSIP: N/A<br>LEI: 213800FSBEPXHNIOUB98       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $239795.22    | 0.03%             | 2028-04-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $53473.23     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38432.00     | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                   | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18585.76     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     268000 | PA      | $234954.79    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     255000 | PA      | $224114.02    | 0.03%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74846.34     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     190000 | PA      | $191546.07    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     440000 | PA      | $457504.39    | 0.06%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40944.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $971606.89    | 0.13%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8358.32      | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITR BRDN / MIWD                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4983.36      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150542.19    | 0.02%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044849.49   | 0.28%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68947.43     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12438.01     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214312.94    | 0.03%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAA0<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     262000 | PA      | $262300.10    | 0.04%             | 2035-01-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     169000 | PA      | $121676.02    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                    | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $32223.15     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     160000 | PA      | $145910.12    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     276000 | PA      | $284810.98    | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $525604.71    | 0.07%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139183.98    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8744.18      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                   | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     700000 | PA      | $602074.08    | 0.08%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15746.50     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $747597.66    | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     220000 | PA      | $213429.87    | 0.03%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     160000 | PA      | $147633.61    | 0.02%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     630000 | PA      | $637114.33    | 0.09%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     150000 | PA      | $99250.83     | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239223.68    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63932.17     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99294.43     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     239000 | PA      | $241177.97    | 0.03%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      62000 | PA      | $53619.97     | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62198.60     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $69753.89     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                        | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     290000 | PA      | $295852.25    | 0.04%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10035.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6093.24      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53994.31     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75644.01     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                        | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128584.61    | 0.02%             | 2033-04-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3621.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19996.82     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      75000 | PA      | $68020.84     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014687.26   | 0.14%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 4.105600 21-JAN-2028 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5500000 | NC      | $111497.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2804000 | PA      | $2851098.42   | 0.39%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      44000 | PA      | $47180.28     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89171.31     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1460063.15   | 0.20%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13930.59     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88657.70     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1965607.04   | 0.27%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129836.63    | 0.02%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $197967.20    | 0.03%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $132189.13    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5045.85      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5087.38      | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $242742.83    | 0.03%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107767.49    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     190000 | PA      | $121822.05    | 0.02%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10304.11     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4931.42      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10414.26     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | STONEPEAK NILE                     | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5076.79      | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (PERU)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     590000 | NC      | $751.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98908.08     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76578.28     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $977548.35    | 0.13%             | 2029-03-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1145935.41   | 0.15%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      24000 | PA      | $23922.24     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $361983.17    | 0.05%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1827000 | PA      | $1891658.66   | 0.26%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     650000 | PA      | $593270.94    | 0.08%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      13000 | PA      | $13072.93     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10131.58     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      39000 | PA      | $28712.47     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5021.94      | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     702000 | PA      | $749089.97    | 0.10%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      61000 | PA      | $56245.68     | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 4 6/15/2036                     | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |     816000 | PA      | $916632.28    | 0.12%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75268.37     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     142000 | PA      | $144094.00    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     196000 | PA      | $188718.68    | 0.03%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     500000 | PA      | $493199.06    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1010315.21   | 0.14%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101885.49    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43736.28     | 0.01%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     125000 | PA      | $105316.09    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36242.66     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                             | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |    1900000 | PA      | $2207979.16   | 0.30%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $469873.69    | 0.06%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7794.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perth Airport Pty Ltd                                                            | PERTH AIRPORT                      | CUSIP: N/A<br>LEI: 254900HDCDZOD6A9E060       | Long             | DBT              | CORP              | AU        |    2810000 | PA      | $1835068.74   | 0.25%             | 2031-03-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1488125.00   | 0.20%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     593000 | PA      | $577208.72    | 0.08%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      75000 | PA      | $52804.83     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39853.35     | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                   | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     330000 | PA      | $273350.47    | 0.04%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1103463.66   | 0.15%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      14167 | PA      | $14068.24     | 0.00%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |      55000 | PA      | $50713.00     | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1243880.78   | 0.17%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    3400000 | PA      | $3624044.72   | 0.49%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41688.72     | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68177.03     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCP9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22260.24     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     570000 | PA      | $527960.02    | 0.07%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     165000 | PA      | $139887.49    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     835000 | PA      | $799584.77    | 0.11%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-362.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-275.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        104 | NC      | $35016.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     130000 | PA      | $77283.78     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4927.79      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44656.08     | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $335870.23    | 0.05%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $434044.73    | 0.06%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149463.28    | 0.02%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     153000 | PA      | $157242.56    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     260000 | PA      | $241470.10    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $68355.25     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1108544.52   | 0.15%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     215000 | PA      | $204140.78    | 0.03%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     950000 | PA      | $903320.47    | 0.12%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $223545.86    | 0.03%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     374000 | PA      | $384570.05    | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $149656.45    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $113311.88    | 0.02%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $240166.80    | 0.03%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                     | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |    1702000 | PA      | $1946280.45   | 0.26%             | 2030-02-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97827.13     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5198.28      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     460000 | PA      | $455681.45    | 0.06%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66605.61     | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     294000 | PA      | $283828.03    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67597.13     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154765.73    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25198.01     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $193123.68    | 0.03%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     248000 | PA      | $206539.63    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12391.84     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92961.70     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $1960794.97   | 0.26%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                           | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $1133065.70   | 0.15%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62000 | PA      | $58587.55     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | SAKS GLOBAL ENTE                   | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $6056.75      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2398912.33   | 0.32%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5945.12      | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6027.76      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      59000 | PA      | $52280.17     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $222437.86    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    2100000 | PA      | $2401480.45   | 0.32%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                         | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $355010.00    | 0.05%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67523.53     | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12288.70     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1839200.76   | 0.25%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1003.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10037.04     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5049.76      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48457.22     | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1158013.42   | 0.16%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | SAAVI ENERGIA                      | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     990000 | PA      | $993742.00    | 0.13%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      42000 | PA      | $35137.67     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170551.94    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     115000 | PA      | $68350.19     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      27000 | PA      | $23067.65     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     635000 | PA      | $639845.45    | 0.09%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181113.74    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $203229.86    | 0.03%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    1200000 | PA      | $1325046.93   | 0.18%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      19000 | PA      | $18617.73     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $540738.02    | 0.07%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -65 | NC      | $79186.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3489.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96921.29     | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     255000 | PA      | $227138.26    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1814822.47   | 0.25%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      14000 | PA      | $13105.04     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $208673.38    | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25369.23     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1365031.25   | 0.18%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $181505.90    | 0.02%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     104000 | PA      | $103167.69    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $221359.64    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3633 | PA      | $3517.14      | 0.00%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212245.12    | 0.03%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $322470.67    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5008.38      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8800.06      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $101015.87    | 0.01%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      50000 | PA      | $29031.84     | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $350466.60    | 0.05%             | 2029-08-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93532.48     | 0.01%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      74000 | PA      | $63604.38     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250502               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-761.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer