# EDGAR Filing Document

**Accession Number:** 0000895430
**File Stem:** 0001752724-25-156352
**Filing Date:** 2025-6
**Character Count:** 454268
**Document Hash:** d4eaac6453e72a3791c7cf0349debaf8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156352.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156352

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000895430

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07428
- **FILM NUMBER:** 251073485

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 18009920180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NICHOLAS APPLEGATE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19930328

## Series and Classes Contracts Data

### Voya Global Bond Fund (Series ID: S000012534)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000034078 | Class A      | INGBX           |
| C000034080 | Class C      | IGBCX           |
| C000034081 | Class I      | IGBIX           |
| C000079030 | Class W      | IGBWX           |
| C000105408 | Class R      | IGBRX           |
| C000122013 | Class R6     | IGBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Mutual Funds

- **b. Investment Company Act file number:** 811-07428

- **c. CIK number of Registrant:** 0000895430

- **d. LEI of Registrant:** 5493002558QOEAVY2M96

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** Voya Global Bond Fund

- **b. EDGAR series identifier (if any):** S000012534

- **c. LEI of Series:** 5MM0DBR0YE4H6D47WD26

**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:** $146518303.19

**Total Liabilities:** $13347058.98

**Net Assets:** $133171244.21

**Delayed Delivery Securities:** $1032683.02

**Stand-by Commitments:** $5782010.79

**Cash Not Reported:** $2947147.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.20372000 | **1-Year:** 2961.78789000 | **5-Year:** 23201.38870000 | **10-Year:** 13177.51094000 | **30-Year:** 196.38704000

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

- **3-Month:** 0.85749000 | **1-Year:** 1219.51573000 | **5-Year:** 3616.46005000 | **10-Year:** 402.18451000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034078 | 1.63%                | 0.51%                | 2.73%                |
| Class ID C000034080 | 1.57%                | 0.31%                | 2.82%                |
| Class ID C000034081 | 1.65%                | 0.40%                | 2.90%                |
| Class ID C000079030 | 1.67%                | 0.40%                | 2.93%                |
| Class ID C000105408 | 1.61%                | 0.49%                | 2.70%                |
| Class ID C000122013 | 1.79%                | 0.40%                | 2.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $87731.06                | $1877519.08                                |
| Month 2  | $80417.74                | $-408285.76                                |
| Month 3  | $-318178.66              | $1055080.09                                |

**Designated Index Information**

- **Index Name:** BBG Global Aggregate Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1602.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5142.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | TRY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -1308000 | NC      | $-668.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6195.21      | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                    | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52130.00     | 0.04%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       31000 | PA      | $25564.35     | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                      | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1525000 | PA      | $439814.54    | 0.33%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15984.74     | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      243989 | PA      | $120042.59    | 0.09%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35219.96     | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48133.34     | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14478.37     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13918.67     | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -1308000 | NC      | $-80034.32    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      185707 | PA      | $90253.60     | 0.07%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1328711 | PA      | $41666.92     | 0.03%             | 2052-03-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $347790.57    | 0.26%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $28592.40     | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                               | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60601.65     | 0.05%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55300.34     | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       37000 | PA      | $35973.38     | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33709.72     | 0.03%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9932222 | PA      | $560045.73    | 0.42%             | 2053-12-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        9000 | PA      | $9041.84      | 0.01%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     2495000 | NC      | $45155.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17057.94     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397T4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1507287 | PA      | $120335.45    | 0.09%             | 2038-04-15      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17796.68     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191900.54    | 0.14%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6123.35      | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       34000 | PA      | $35392.43     | 0.03%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus              | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $498349.50    | 0.37%             | 2041-11-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      229000 | PA      | $226137.41    | 0.17%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                    | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       30000 | PA      | $33273.82     | 0.02%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48237.11     | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -48 | NC      | $-94411.54    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                       | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46140.30     | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7447.70      | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29705.11     | 0.02%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $139910.53    | 0.11%             | 2049-11-08      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13313.49     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15040.42     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19530.70     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      328733 | PA      | $266618.30    | 0.20%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16131.41     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7799.44      | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    -2495000 | NC      | $-69974.55    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4210.91      | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40146.40     | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25656.41     | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      459581 | PA      | $36911.11     | 0.03%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38378FTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127502 | PA      | $2726.52      | 0.00%             | 2028-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                        | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2551900000 | PA      | $525409.12    | 0.39%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                       | The Campbell's Company                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26570.98     | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $247759.75    | 0.19%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      225000 | PA      | $224100.00    | 0.17%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                     | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52087.23     | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          40 | NC      | $52686.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      180000 | PA      | $169515.00    | 0.13%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2277000 | PA      | $2283759.84   | 1.71%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                     | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27250.36     | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31395VEC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      426590 | PA      | $28133.21     | 0.02%             | 2033-02-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      425000 | PA      | $415607.50    | 0.31%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $131310.26    | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43302.83     | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30641.82     | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29036.87     | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       94000 | PA      | $91448.21     | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-49893.37    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                             | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10096.45     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18296.31     | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $35601.71     | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                           | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16079.25     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2831.59      | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13163.38     | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                    | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $53781.49     | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAQ3<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751331.25    | 0.56%             | 2030-07-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8026.76      | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                    | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15294.09     | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21961.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28463.07     | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                              | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20787.61     | 0.02%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                                | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39433.19     | 0.03%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51499.74     | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       33000 | PA      | $28648.00     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                             | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66019.22     | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23272.36     | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25191.65     | 0.02%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40259.24     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-44154.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $208791.81    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29678.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4069.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1382562.08  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-35251.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $125489.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7407.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-131969.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS VOL USDMXN                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11031.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS VOL USDMXN                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7010.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $7819.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.       | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $126144.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-660.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $27069.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2176.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |           1 | NC      | $20697.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | TRS VOL USDMXN                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $9139.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3335.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8779.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $123328.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.       | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $16136.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-149905.11   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $835425.98    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51778.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38641.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $71825.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $30841.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10456.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $42562.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-77427.02    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22794.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.       | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4782.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.       | TRS GOVERNMENT OF JAPAN                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |           1 | NC      | $35527.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23435.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     3136000 | NC      | $101787.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3337.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $122531.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $152374.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12173.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133978 | PA      | $120763.38    | 0.09%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2021-2 Mortgage Loan Trust                                                  | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      619563 | PA      | $520199.66    | 0.39%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6142.94      | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4635124 | PA      | $3700062.12   | 2.78%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25650.46     | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $171038.87    | 0.13%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           4 | NC      | $7753.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14745.07     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                         | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17580.74     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                            | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56294.10     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48932.26     | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54294.35     | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27121.42     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32595.87     | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102287.61    | 0.08%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38380.82     | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                    | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $14046.98     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 3YR BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          17 | NC      | $15184.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24276609 | PA      | $360347.42    | 0.27%             | 2030-04-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      118000 | PA      | $115020.10    | 0.09%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50616.35     | 0.04%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                          | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $240750.48    | 0.18%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      704660 | PA      | $664357.24    | 0.50%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397FHA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      487796 | PA      | $37947.30     | 0.03%             | 2037-02-15      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13478.51     | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                  | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14416.27     | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147528 | PA      | $135940.45    | 0.10%             | 2039-09-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29278.34     | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-188.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57313.01     | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12979.52     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205532.00    | 0.15%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15998.83     | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                    | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55394.40     | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17798.17     | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       61000 | PA      | $62061.82     | 0.05%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $37365.71     | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      118000 | PA      | $120739.49    | 0.09%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12100.69     | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10803.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                              | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $190760.00    | 0.14%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                        | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      147000 | PA      | $147952.57    | 0.11%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16000 | PA      | $15835.00     | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18352.94     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $309241.56    | 0.23%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396WGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30970 | PA      | $28973.85     | 0.02%             | 2037-06-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                   | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44906.57     | 0.03%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4043.42      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                   | Adobe Inc                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11104.83     | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11684.04     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -24 | NC      | $-6866.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                       | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39325.57     | 0.03%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                    | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      230000 | PA      | $229491.70    | 0.17%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74344.37     | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                  | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $30075.28     | 0.02%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                    | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       56000 | PA      | $56927.45     | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67525.36     | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44771 | PA      | $40412.83     | 0.03%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $18054.86     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32995.66     | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24933.95     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - SEK                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21020.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |       53000 | NC      | $3747.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      281000 | PA      | $276275.23    | 0.21%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                         | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5543.16      | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30646.95     | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ATCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7060089 | PA      | $752237.30    | 0.56%             | 2042-08-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                         | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64683.75     | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                   | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89953.52     | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $753230.78    | 0.57%             | 2038-05-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $200534.18    | 0.15%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27424.87     | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      282000 | PA      | $275549.96    | 0.21%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $867.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      317134 | PA      | $270512.62    | 0.20%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                         | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |       11000 | PA      | $11216.00     | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                       | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $491295.60    | 0.37%             | 2042-03-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667555 | PA      | $567244.12    | 0.43%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339074 | PA      | $275542.58    | 0.21%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                 | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16417.08     | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       46000 | PA      | $39398.33     | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAZ8<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |       12717 | PA      | $12611.98     | 0.01%             | 2047-12-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |       64000 | PA      | $61067.60     | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC Trust 2015-3                                                                | CUSIP: 12649XBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80162 | PA      | $77591.19     | 0.06%             | 2045-03-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |     1014000 | NC      | $20303.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                  | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12341.34     | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                           | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28798.32     | 0.02%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13796.28     | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207000 | PA      | $206585.48    | 0.16%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $650792.35    | 0.49%             | 2032-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                         | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37185.89     | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53427 | PA      | $71802.24     | 0.05%             | 2036-11-25      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70021.25     | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                      | TPG Operating Group II LP                                                        | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21203.20     | 0.02%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3609.41      | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     2015000 | NC      | $-26910.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       94000 | PA      | $90247.77     | 0.07%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                        | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58161.07     | 0.04%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7178.24      | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28118.29     | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22210.59     | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                   | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21191.10     | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41508.24     | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32575 | PA      | $29163.70     | 0.02%             | 2036-10-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1700.92      | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375703 | PA      | $345001.95    | 0.26%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13437.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AVMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3477846 | PA      | $481991.78    | 0.36%             | 2047-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       21000 | PA      | $22325.66     | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275888 | PA      | $248259.88    | 0.19%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1045000 | PA      | $719712.53    | 0.54%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                            | Mexican Udibonos                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       47650 | PA      | $1788954.23   | 1.34%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28994.78     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                          | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6188.75      | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                         | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3642000 | PA      | $855848.90    | 0.64%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28342.37     | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                       | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15570000 | PA      | $2283521.39   | 1.71%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1627.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                 | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248472.00    | 0.19%             | 2034-04-23      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395405 | PA      | $384379.89    | 0.29%             | 2036-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      655000 | PA      | $657916.79    | 0.49%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                        | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350471.80    | 0.26%             | 2032-01-29      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                           | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29417.90     | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                  | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16202.20     | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      557000 | PA      | $491740.43    | 0.37%             | 2050-11-27      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                   | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19679.40     | 0.01%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394CSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2049031 | PA      | $75342.04     | 0.06%             | 2035-03-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                  | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41240.61     | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |     7382300 | NC      | $209514.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                    | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $44768.91     | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33804.00     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4031.89      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-1 AA PTT                    | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17870 | PA      | $17236.62     | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ATEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3040754 | PA      | $628754.01    | 0.47%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41166.35     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      211000 | PA      | $208695.20    | 0.16%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                              | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54686.33     | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117338 | PA      | $141918.96    | 0.11%             | 2037-03-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7037.74      | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | USD CALL VERSUS JPY PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |       53000 | NC      | $3747.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9776 | PA      | $9470.62      | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                     | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51344.55     | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11434.15     | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98605 | PA      | $44905.41     | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1855820 | PA      | $1583684.08   | 1.19%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30892.40     | 0.02%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                    | SOUTHWESTERN PUB 5.3 5/35                                                        | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95631.11     | 0.07%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001291.00   | 0.75%             | 2030-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55796.35     | 0.04%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                       | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2110000 | PA      | $375799.81    | 0.28%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - GBP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $251302.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23450.97     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                     | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $549086.45    | 0.41%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61147.82     | 0.05%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36456.55     | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65939.64     | 0.05%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23653.29     | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                           | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197480.00    | 0.15%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11039.17     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51234.42     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25021.35     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4650.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86078.71     | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                  | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52696.78     | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                   | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52255.61     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $291016.56    | 0.22%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2827.82      | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25115.20     | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      137000 | PA      | $133097.05    | 0.10%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                           | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $21669.81     | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59873.42     | 0.04%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11115.29     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $227.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2062.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20402.78     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34988.99     | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8459 | PA      | $7995.46      | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      187000 | PA      | $191012.34    | 0.14%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                    | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $193400.00    | 0.15%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                             | Ross Stores Inc                                                                  | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9008.65      | 0.01%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $177222.33    | 0.13%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57786.35     | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379F5N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      561718 | PA      | $47382.15     | 0.04%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4066.73      | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24537.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA INC                                  | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56096.46     | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       60178 | PA      | $57192.34     | 0.04%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                    | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $52413.67     | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust              | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195942 | PA      | $168354.25    | 0.13%             | 2036-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                   | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17353.14     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66246.71     | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                        | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23391.39     | 0.02%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49302.12     | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37672.07     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                         | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $206250.00    | 0.15%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - SGD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $957.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                      | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21551.71     | 0.02%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                        | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31464.27     | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53833.64     | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4920.43      | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142529 | PA      | $51365.88     | 0.04%             | 2037-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      388759 | PA      | $32445.75     | 0.02%             | 2038-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32582.08     | 0.02%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                     | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21336.09     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9148.66      | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       29000 | PA      | $17951.22     | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          44 | NC      | $10246.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       40000 | PA      | $36452.30     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9094.98      | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31464.86     | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      103000 | PA      | $99962.86     | 0.08%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12022.08     | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                        | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33912.70     | 0.03%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                      | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAA9<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       99000 | PA      | $100422.35    | 0.08%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39561.97     | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100169.05    | 0.08%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25201.25     | 0.02%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - NZD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13285.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                         | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AC9<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      250000 | PA      | $280625.00    | 0.21%             | 2033-09-18      | Fixed         | 8.55%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                   | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44371.24     | 0.03%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29195.04     | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2627261 | PA      | $20241.73     | 0.02%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FLV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1099895 | PA      | $1040709.10   | 0.78%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5897.48      | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                            | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64097.40     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $17203.09     | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21674.27     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                    | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101091.22    | 0.08%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    -2367400 | NC      | $-21278.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11960.54     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36671.73     | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28471.02     | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25617.03     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        6000 | PA      | $5878.59      | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                       | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1140000 | PA      | $171317.22    | 0.13%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86875.73     | 0.07%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       36000 | PA      | $36465.06     | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132972 | PA      | $16505.06     | 0.01%             | 2042-02-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                    | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1284000 | PA      | $1412584.37   | 1.06%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | 10YR MINI JGB                                                                    | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |         -62 | NC      | $-13869.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                       | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      195501 | PA      | $194474.62    | 0.15%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXXI Ltd                                                        | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499364.00    | 0.37%             | 2034-04-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                        | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       55000 | PA      | $53667.15     | 0.04%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8930.95      | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                      | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34932.13     | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                       | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30217.69     | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136APVH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5249308 | PA      | $457796.07    | 0.34%             | 2045-08-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47611.29     | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25497.55     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27657.33     | 0.02%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          49 | NC      | $45621.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                 | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11207.02     | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25245.16     | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36046.55     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                  | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      271000 | PA      | $233939.99    | 0.18%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35931.31     | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $612888.96    | 0.46%             | 2042-02-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                     | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $395936.80    | 0.30%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                     | Schlumberger Holdings Corp                                                       | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3849.07      | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       23000 | PA      | $20008.16     | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6936.20      | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7549.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $218597.69    | 0.16%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77559.15     | 0.06%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20296.28     | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $80022.03     | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $690273.37    | 0.52%             | 2036-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                          | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       37000 | PA      | $38104.19     | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                    | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24795.40     | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                     | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8988.75      | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60775 | PA      | $51396.01     | 0.04%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21634.70     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3133TSSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61140 | PA      | $5854.06      | 0.00%             | 2031-04-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                       | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5182.22      | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325YYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6412728 | PA      | $611550.46    | 0.46%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                      | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13322.44     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8968.72      | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co              | Structured Asset Securities Corp                                                 | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         971 | PA      | $970.30       | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25526.70     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                       | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5124.24      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |      488629 | PA      | $488629.00    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1004000.90   | 0.75%             | 2041-08-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30123.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - RON                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4562.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11652.56     | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                       | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5122.36      | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                     | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $34377.10     | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71941.61     | 0.05%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $67175.82     | 0.05%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39962.83     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2821.64      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                     | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33070.04     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                    | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55380.22     | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                       | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $293342.50    | 0.22%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     2367400 | NC      | $-23766.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AQ7G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      734799 | PA      | $52096.64     | 0.04%             | 2032-05-15      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       33000 | PA      | $28050.24     | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72627.66     | 0.05%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19754.57     | 0.01%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1345733 | PA      | $105938.27    | 0.08%             | 2040-01-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13157.03     | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      184000 | PA      | $178796.59    | 0.13%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10368.63     | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500508.00    | 0.38%             | 2037-07-23      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                             | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $209377.84    | 0.16%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86924.31    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34870.72     | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39169.58     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2569.28      | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                  | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $218251.39    | 0.16%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                           | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65145.14     | 0.05%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17066 | PA      | $16548.63     | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6184.12      | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41201.42     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                             | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16470.99     | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5023.98      | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |           1 | NC      | $976.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DE6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21000.00     | 0.02%             | 2026-05-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                      | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55955.00     | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17987.94     | 0.01%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                    | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $65731.68     | 0.05%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       86000 | PA      | $89570.24     | 0.07%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-3      | JPMMT 2025-3 M1 9/55                                                             | CUSIP: 46593RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $303852.42    | 0.23%             | 2055-09-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And L              | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $500000.00    | 0.38%             | 2035-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32426.44     | 0.02%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       37000 | PA      | $36945.50     | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14720.61     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          23 | NC      | $8661.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |        3000 | PA      | $3076.99      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                       | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30824.22     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7096.61      | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4886.01      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66525.19     | 0.05%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |       13000 | PA      | $10868.07     | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26209.12     | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29271.78     | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30298.81     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71951.76     | 0.05%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6693.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34955.96     | 0.03%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18575.40     | 0.01%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38378WYV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      540349 | PA      | $56165.29     | 0.04%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73201 | PA      | $71076.06     | 0.05%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $62876.25     | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30427.97     | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $296205.90    | 0.22%             | 2037-10-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                      | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55101.75     | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53941.84     | 0.04%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42024.28     | 0.03%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                     | CURRENCY CONTRACT - KRW                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-454.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56835 | PA      | $29001.24     | 0.02%             | 2035-11-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $52699.34     | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       34000 | PA      | $34400.49     | 0.03%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |      825000 | PA      | $799843.28    | 0.60%             | 2048-11-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48016.09     | 0.04%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75436.43     | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                      | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34206.39     | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                         | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4213.75      | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22906.90     | 0.02%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $76209.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13394.34     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                     | Sun Communities Operating LP                                                     | CUSIP: 866677AK3<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33942.63     | 0.03%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                     | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $207812.50    | 0.16%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                  | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38823.88     | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41894.40     | 0.03%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AN3C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3449362 | PA      | $794112.02    | 0.60%             | 2045-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $36507.38     | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                            | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37654.27     | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                     | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42459.53     | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                          | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $46511.46     | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          36 | NC      | $70805.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                     | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      103913 | PA      | $90201.78     | 0.07%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92720 | PA      | $6617.50      | 0.00%             | 2031-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213009 | PA      | $3549.22      | 0.00%             | 2040-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37051.45     | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                        | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $201750.00    | 0.15%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17556.68     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                      | Mondelez International Inc                                                       | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19297.88     | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                  | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21274.96     | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46462.77     | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                              | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9220000 | PA      | $407307.60    | 0.31%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3643.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9749578 | PA      | $86762.47     | 0.07%             | 2030-10-05      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47357.00     | 0.04%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206708.49    | 0.16%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                              | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $755655.30    | 0.57%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $86889.34     | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36270.48     | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       54000 | PA      | $64843.89     | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                     | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45762.85     | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       20000 | PA      | $20258.26     | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                    | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50080.35     | 0.04%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BTP                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          29 | NC      | $29020.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96969.63    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                     | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16339.18     | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34163.70     | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                       | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35160.12     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $203800.00    | 0.15%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID 05/23/2025                    | NATIONAL GRID 05/23/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $299109.57    | 0.22%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35802.85     | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                  | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7035.33      | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26036.03     | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10686.07     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                    | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52651.37     | 0.04%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13164.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396PVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269187 | PA      | $20962.38     | 0.02%             | 2037-03-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       28000 | PA      | $27659.17     | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                    | Medco Maple Tree Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $256095.00    | 0.19%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                     | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      253000 | PA      | $262223.10    | 0.20%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23411.80     | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       29000 | PA      | $29569.25     | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                               | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30696.17     | 0.02%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22865.86     | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25323.97     | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37712 | PA      | $35755.00     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          62 | NC      | $92137.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4840222 | PA      | $4948.89      | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                    | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |        8000 | PA      | $7845.32      | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                         | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39744.54     | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      325000 | PA      | $298756.25    | 0.22%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750630.75    | 0.56%             | 2037-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9181.15      | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397UGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1944667 | PA      | $207300.11    | 0.16%             | 2041-06-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AKWP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3893402 | PA      | $495540.92    | 0.37%             | 2042-01-15      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       44000 | PA      | $35925.97     | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       33000 | PA      | $30491.92     | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         110 | NC      | $71244.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11040.70     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8310.77      | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2020-4                                                    | CUSIP: 81748RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $213239.82    | 0.16%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64806 | PA      | $64341.82     | 0.05%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69706.84     | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12342.37     | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6984131 | PA      | $272314.76    | 0.20%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1402115 | PA      | $1348549.22   | 1.01%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23588.15     | 0.02%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6366.15      | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - CHF                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62449.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1038563.60   | 0.78%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54480.53     | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                    | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $60685.24     | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32010.71     | 0.02%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5710955 | PA      | $87910.73     | 0.07%             | 2060-06-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418AQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      777529 | PA      | $724327.55    | 0.54%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $37216.71     | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14171.90     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58487.10     | 0.04%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8064.33      | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $442.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59133.82     | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31189.74     | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                    | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $17381.95     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                 | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13035.49     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       44000 | PA      | $42581.61     | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                      | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55665.06     | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30758.40     | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                        | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       33000 | PA      | $30890.43     | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39611.43     | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      540046 | PA      | $42665.46     | 0.03%             | 2040-09-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82024.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                     | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30751.44     | 0.02%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK4                                                                   | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $438222.20    | 0.33%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T              | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58555 | PA      | $50127.06     | 0.04%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $594069.66    | 0.45%             | 2036-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BKG87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4512794 | PA      | $557104.45    | 0.42%             | 2045-06-15      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                        | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55997.59     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24132.51     | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                    | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41793000 | PA      | $1307399.14   | 0.98%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500191.00    | 0.38%             | 2030-10-22      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                             | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39140.40     | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                     | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5977.79      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $65998.34     | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5453176 | PA      | $336006.46    | 0.25%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                     | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23436.50     | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                 | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30281.25     | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36963.12     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38377XVA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17016 | PA      | $60.54        | 0.00%             | 2026-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71872.04     | 0.05%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $258784.60    | 0.19%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32911.18     | 0.02%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association      | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16041.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17890.84     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                    | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $47451.77     | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18570.13     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4351 | PA      | $4263.49      | 0.00%             | 2050-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                           | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14021.14     | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8606.71      | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36034.61     | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264889 | PA      | $23248.07     | 0.02%             | 2038-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22474.50     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396QW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93200 | PA      | $73776.96     | 0.06%             | 2039-09-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1885.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25259.58     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                      | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310078 | PA      | $143665.01    | 0.11%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19601.35     | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28202.53     | 0.02%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                        | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25500.05     | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3513979 | PA      | $334743.72    | 0.25%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       37000 | PA      | $35806.52     | 0.03%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| POSCO - ADR                                 | POSCO HLDGS 5.75 3/31/35                                                         | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $198859.00    | 0.15%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      574000 | NS      | $574000.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8581000 | PA      | $78636.71     | 0.06%             | 2049-08-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - PLN                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-535.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          19 | NC      | $33772.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13671.78     | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18298.33     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                    | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       40000 | PA      | $37087.20     | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406371 | PA      | $343359.89    | 0.26%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                    | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      227000 | PA      | $225546.09    | 0.17%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47231.48     | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                       | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31651.55     | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5895.57      | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50977.80     | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1718853 | PA      | $186641.47    | 0.14%             | 2041-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $660.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12718.46     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                    | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $19752.39     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       59000 | PA      | $51892.56     | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                           | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       81000 | PA      | $74830.66     | 0.06%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148964 | PA      | $138783.65    | 0.10%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15577.94     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40684.80     | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31441.03     | 0.02%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36577.86     | 0.03%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP-DIS 05/01/2025                   | SYSCO CORP-DIS 05/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $899884.89    | 0.68%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-750.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29367.70     | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237966 | PA      | $198220.28    | 0.15%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25137.47     | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GENUINE PARTS CO                            | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25139.55     | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      215000 | PA      | $227258.86    | 0.17%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ADGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267407 | PA      | $13684.34     | 0.01%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                             | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18028.00     | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51360.33     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40946.58     | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                               | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38370.27     | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | CURRENCY CONTRACT - DKK                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12556.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23165 | PA      | $22452.29     | 0.02%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                    | Ameriprise Financial Inc                                                         | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46092.47     | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $190765.04    | 0.14%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture XXVII CLO Ltd                                                            | CUSIP: 92331LBG4<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $594290.40    | 0.45%             | 2030-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25953.73     | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270149 | PA      | $219019.43    | 0.16%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65245 | PA      | $64664.60     | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31393APM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75245 | PA      | $77994.81     | 0.06%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12105.21     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26076.39     | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6197.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       18664 | PA      | $2996262.12   | 2.25%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137A0PK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1093102 | PA      | $129502.00    | 0.10%             | 2040-07-15      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                        | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $196710.00    | 0.15%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                               | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50434.18     | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                    | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9259.96      | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NOVA CHEMICALS CORP                         | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $82761.60     | 0.06%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       63000 | PA      | $55748.68     | 0.04%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                    | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $819609.05    | 0.62%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137BSLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7168332 | PA      | $865001.95    | 0.65%             | 2046-10-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56144.06     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |     1511000 | NC      | $-20179.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61096.66     | 0.05%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ATFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9412503 | PA      | $1058393.09   | 0.79%             | 2046-08-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       88000 | PA      | $85635.67     | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37324.21     | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54955.98     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56252.96     | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                             | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29280.70     | 0.02%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                           | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $52590.97     | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10116.19     | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9007.69      | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    -3041000 | NC      | $-13072.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      154000 | PA      | $153892.16    | 0.12%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59783.96     | 0.04%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       16000 | PA      | $16211.75     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       16000 | PA      | $11128.46     | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137F64U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11346291 | PA      | $1129752.50   | 0.85%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                        | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54080.88     | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38376TUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31141 | PA      | $758.20       | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                             | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25258.80     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51410.57     | 0.04%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129705 | PA      | $124759.87    | 0.09%             | 2045-02-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $869.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26397.25     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FQFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8207177 | PA      | $911679.45    | 0.68%             | 2049-12-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust               | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $992421.30    | 0.75%             | 2039-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74619 | PA      | $67354.57     | 0.05%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37342.38     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                    | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21998.71     | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                    | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $225385.00    | 0.17%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                    | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39451.67     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       26000 | PA      | $26416.02     | 0.02%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3655.59      | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - AUD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35417.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd 2024-I                                                           | CUSIP: 06763VAA3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $851700.00    | 0.64%             | 2037-01-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                      | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200600.00    | 0.15%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17710.55     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191849.32    | 0.14%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51225.35     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                       | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2420000 | PA      | $418089.75    | 0.31%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1927537 | PA      | $126025.85    | 0.09%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                         | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51845.32     | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396VQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      694220 | PA      | $68997.85     | 0.05%             | 2037-04-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29309.40     | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75556.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      116000 | PA      | $115101.76    | 0.09%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $226165.24    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       82000 | PA      | $80777.63     | 0.06%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28966.56     | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                              | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12001.04     | 0.01%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                  | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32423.79     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51389.68     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381WZ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4969575 | PA      | $908441.79    | 0.68%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      112000 | PA      | $108301.48    | 0.08%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $11057.08     | 0.01%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8663.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $557.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62415 | PA      | $65435.80     | 0.05%             | 2035-07-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |        9000 | PA      | $6900.63      | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                    | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       55000 | PA      | $54631.44     | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998314.60    | 0.75%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      243532 | PA      | $215380.31    | 0.16%             | 2036-12-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                 | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40755.13     | 0.03%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15529.45     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                        | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54233.64     | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21521.26     | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       76000 | PA      | $75917.60     | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -20 | NC      | $-12277.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       64000 | PA      | $68471.27     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11010.48     | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32919.73     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21213.11     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24233.10     | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                    | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31050.35     | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31270.84     | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38376JGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4947629 | PA      | $129961.36    | 0.10%             | 2034-01-16      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30287.45     | 0.02%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       38000 | PA      | $32128.54     | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1095.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8041.23      | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $43591.43     | 0.03%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39714.72     | 0.03%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |       14297 | PA      | $13427.83     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $75369.82     | 0.06%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6353.18      | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5918.61      | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15445.42     | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A0J73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      735125 | PA      | $52753.03     | 0.04%             | 2041-09-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       51000 | PA      | $49645.88     | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    -2015000 | NC      | $17514.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $702411.08    | 0.53%             | 2041-09-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14216.13     | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201681.97    | 0.15%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6831.90      | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137B8UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      508130 | PA      | $44612.39     | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5904.91      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                       | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7070000 | PA      | $1369889.89   | 1.03%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23850.35     | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $23596.88     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23195.71     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    -1511000 | NC      | $11795.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8650039 | PA      | $576902.69    | 0.43%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7937.06      | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $7482.69      | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                            | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6202.42      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                    | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53272.69     | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       73000 | PA      | $71626.91     | 0.05%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24373.02     | 0.02%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8538 | PA      | $8837.67      | 0.01%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                          | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21640.50     | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7617.32      | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26873.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31036.46     | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                    | APA Corp                                                                         | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       39000 | PA      | $34180.52     | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AXNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      301442 | PA      | $18909.84     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                    | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      641000 | PA      | $687022.88    | 0.52%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                    | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31869.55     | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       69000 | PA      | $59319.64     | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6245.37      | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12442.25     | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34684.85     | 0.03%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       29000 | PA      | $29214.11     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - HUF                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3964.78      | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                 | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      139000 | PA      | $140854.37    | 0.11%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52955.13     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       72000 | PA      | $72142.34     | 0.05%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                         | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8454.34      | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                    | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       31000 | PA      | $30523.53     | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                          | Essex Portfolio LP                                                               | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29885.90     | 0.02%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8689.42      | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38379JGH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7439618 | PA      | $1637730.09   | 1.23%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                       | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18520.97     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3842.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $471897.70    | 0.35%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38266 | PA      | $36405.23     | 0.03%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25186.56     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                      | Russian Federal Bond - OFZ                                                       | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    47938000 | PA      | $0.00         | 0.00%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29042.79     | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13705.02     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42820 | PA      | $40156.57     | 0.03%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                      | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36939.70     | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38380BA88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2739387 | PA      | $451861.90    | 0.34%             | 2046-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23601.83     | 0.02%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8858.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                     | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8065.25      | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28550.22     | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $737378.33    | 0.55%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       21000 | PA      | $21568.11     | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                              | Galaxy XV CLO Ltd                                                                | CUSIP: 36318WAM2<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000768.00   | 0.75%             | 2030-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105081.98    | 0.08%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       11000 | PA      | $9298.13      | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20762.79     | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9374.48      | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      899314 | PA      | $24043.19     | 0.02%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $754.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24218.77     | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40265.72     | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65159.17     | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                       | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30685.03     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236816 | PA      | $218938.38    | 0.16%             | 2045-08-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | WELLS FARGO & CO                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108692.54    | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      169000 | PA      | $160413.42    | 0.12%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25668.96     | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                    | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50428.85     | 0.04%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32286.99     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          14 | NC      | $8870.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1335487.56   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325VBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6434501 | PA      | $1344294.00   | 1.01%             | 2039-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                    | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19553.93     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23496.75     | 0.02%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                         | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29151.65     | 0.02%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11183.34     | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      185924 | PA      | $4273.07      | 0.00%             | 2040-07-15      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26165.23     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       21000 | PA      | $18410.25     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       22000 | PA      | $18384.58     | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18271.15     | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-158.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       33000 | PA      | $30552.85     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $486058.60    | 0.36%             | 2036-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8175.88      | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19158.50     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7230284 | PA      | $107492.63    | 0.08%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21388.83     | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                     | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40895.82     | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $39909.78     | 0.03%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                    | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38005.97     | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21341.95     | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUXL 30Y BND                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          21 | NC      | $-42985.54    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12793.81     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $37008.92     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                       | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64048.06     | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20452.33     | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19128.29     | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                         | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205674.79    | 0.15%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11219.84     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      179409 | PA      | $153108.64    | 0.11%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                             | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8255.03      | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                     | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41089.50     | 0.03%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   -10107000 | NC      | $14861.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                              | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $204425.00    | 0.15%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17598.35     | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                          | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4000000 | PA      | $1162798.45   | 0.87%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5705.11      | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       55000 | PA      | $53741.85     | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $57201.10     | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13600.56     | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                    | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25333.59     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                      | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14768.43     | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                      | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33110.57     | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4957.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                    | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35941.36     | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164994 | PA      | $167125.70    | 0.13%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4758099 | PA      | $18642.94     | 0.01%             | 2049-02-10      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                      | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56515.14     | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27444.75     | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                      | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      238000 | PA      | $243971.21    | 0.18%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                       | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       36000 | PA      | $35180.58     | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23573.79     | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus              | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3438425 | PA      | $28784.08     | 0.02%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10529.04     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14306.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7408.07      | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $207200.00    | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16209.85     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215952.02    | 0.16%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4720.44      | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $65742.76     | 0.05%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12786.03     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                        | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149942.34    | 0.11%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36773 | PA      | $34659.73     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26131.53     | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UBS AG                                      | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |    -1511000 | NC      | $11442.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10179.62     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24476.81     | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9773.06      | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28985.63     | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       63000 | PA      | $56347.88     | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                  | VMware LLC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60490.46     | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                            | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41252.76     | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26409.06     | 0.02%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205041.23    | 0.15%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       89000 | PA      | $86618.13     | 0.07%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                 | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9184.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                       | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8090.55      | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        6000 | PA      | $3995.35      | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      225000 | PA      | $207281.25    | 0.16%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42635.64     | 0.03%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       11000 | PA      | $11138.36     | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28820.90     | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                        | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48330.15     | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                 | Target Corp                                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27716.76     | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14042.57     | 0.01%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      250000 | PA      | $252827.50    | 0.19%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8839.01      | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                       | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48421.08     | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                    | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54712.54     | 0.04%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      175000 | PA      | $180360.24    | 0.14%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      275000 | PA      | $259325.00    | 0.19%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5280350 | PA      | $955528.45    | 0.72%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                                | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12150.21     | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                    | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $283361.29    | 0.21%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36391.07     | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137F5YQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1013282 | PA      | $959516.07    | 0.72%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21354.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11364.79     | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31398WRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214703 | PA      | $22820.73     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                        | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6070.55      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206685.24    | 0.16%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                    | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20287.81     | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                      | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63676.80     | 0.05%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HEALTH CARE SERVICE CORP                    | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34645.26     | 0.03%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                    | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      837000 | PA      | $414146.54    | 0.31%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       13000 | PA      | $14060.06     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| LSEG US FIN CORP                            | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203267.11    | 0.15%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | CURRENCY CONTRACT - HKD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1417.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51040.49     | 0.04%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17820.59     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                       | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61362.46     | 0.05%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       11000 | PA      | $11128.86     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9148.27      | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26314.02     | 0.02%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                      | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12129.22     | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208932.43    | 0.16%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19453.10     | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23573.59     | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT            | CURRENCY CONTRACT - ILS                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6229.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       52000 | PA      | $46999.75     | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BAF33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4589457 | PA      | $591404.31    | 0.44%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                    | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91000 | PA      | $87622.89     | 0.07%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                          | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24651.94     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                    | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $202250.00    | 0.15%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600735.00    | 0.45%             | 2033-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2632554 | PA      | $449680.71    | 0.34%             | 2046-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6026.66      | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45920.61     | 0.03%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15201.72     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $499493.81    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                            | LG Energy Solution Ltd                                                           | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $196225.00    | 0.15%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13911.77     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       16000 | PA      | $16174.25     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan               | CitiMortgage Alternative Loan Trust Series 2006-A3                               | CUSIP: 17309KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216435 | PA      | $188113.57    | 0.14%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4086.85      | 0.00%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                      | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23412.29     | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9096.56      | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      619319 | PA      | $37223.86     | 0.03%             | 2031-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        7000 | PA      | $7263.05      | 0.01%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5132.58      | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    -2015000 | NC      | $13023.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                       | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30704.31     | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr              | GreenPoint Mortgage Funding Trust 2006-AR3                                       | CUSIP: 39538WHF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136609 | PA      | $117618.32    | 0.09%             | 2036-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $190401.00    | 0.14%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21473.88     | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $446320.35    | 0.34%             | 2038-01-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $519071.30    | 0.39%             | 2042-02-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                 | Equinor ASA                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       56000 | PA      | $52978.11     | 0.04%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19556.47     | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      450472 | PA      | $46840.43     | 0.04%             | 2036-11-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67853.37     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     1014000 | NC      | $20484.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48033.53     | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25171.44     | 0.02%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                         | Canadian Government Bond                                                         | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $599622.08    | 0.45%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $56380.78     | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      239000 | PA      | $235720.96    | 0.18%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $297138.30    | 0.22%             | 2033-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6618.24      | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      215000 | PA      | $221361.87    | 0.17%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      938103 | PA      | $44966.08     | 0.03%             | 2031-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation Clo 2021-13 Ltd                                                        | CUSIP: 28622EAY4<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $982391.00    | 0.74%             | 2034-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | CURRENCY CONTRACT - JPY                                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $315.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1760419 | PA      | $133226.89    | 0.10%             | 2040-11-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       23000 | PA      | $23751.11     | 0.02%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                             | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7002.44      | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                     | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11924.89     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24977.00     | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                             | DTE Electric Co                                                                  | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       88000 | PA      | $79934.78     | 0.06%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0 05/07/2025                     | FISERV INC 0 05/07/2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1498655.40   | 1.13%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,              | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155196 | PA      | $149881.44    | 0.11%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23456.91     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      396387 | PA      | $52744.24     | 0.04%             | 2046-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CDS CDX.NA.IG.44.V1                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-150033.92   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 31325WSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      756924 | PA      | $26317.10     | 0.02%             | 2031-02-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14318.72     | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6704 | PA      | $6318.12      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       88000 | PA      | $80233.10     | 0.06%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                    | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      237042 | PA      | $208018.36    | 0.16%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                  | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       67000 | PA      | $65563.76     | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53619.30     | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View CLO XVIII Ltd                                                      | CUSIP: 623908AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $446868.00    | 0.34%             | 2037-10-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                     | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11410.19     | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8306.08      | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $197960.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                  | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24320.11     | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2006-WF1                                           | CUSIP: 17307G4K1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      326395 | PA      | $151653.29    | 0.11%             | 2036-03-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                       | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11000 | PA      | $11156.73     | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $61029.01     | 0.05%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                    | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     8250000 | PA      | $274777.73    | 0.21%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      499089 | PA      | $404784.93    | 0.30%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11978.05     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20252.88     | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                                | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      732870 | PA      | $592773.32    | 0.45%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                    | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       40000 | PA      | $45194.90     | 0.03%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC         | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    -3041000 | NC      | $-13072.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $497144.65    | 0.37%             | 2039-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                         | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2930.39      | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1259000 | PA      | $1268049.06   | 0.95%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29801.56     | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                  | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20881.29     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                             | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |       27000 | PA      | $26716.05     | 0.02%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13123.87     | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                            | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24718.19     | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       81000 | PA      | $71155.88     | 0.05%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                           | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46360.64     | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | CURRENCY CONTRACT - NOK                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3329.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6324.08      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15477.04     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12000 | PA      | $12352.33     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       37000 | PA      | $35917.97     | 0.03%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113268 | PA      | $112376.20    | 0.08%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49722.70     | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                      | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25678.90     | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                           | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       18000 | PA      | $18221.55     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                        | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13833000000 | PA      | $930310.92    | 0.70%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      133000 | PA      | $129159.44    | 0.10%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Voya Mutual Funds

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration